-42.4%
IT vs SPXS
-83.0%
+40.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +1.1% |
| 7D | +1.1% | -7.5% | +8.6% | -1.3% |
| 30D | -1.8% | +5.3% | -7.2% | +0.3% |
| 3M | +4.8% | +9.7% | -4.9% | +8.8% |
| 6M | +33.0% | -4.6% | +37.6% | +32.3% |
| YTD | -23.8% | -25.8% | +1.9% | -29.6% |
| 1Y | -16.5% | -28.8% | +12.3% | -23.8% |
| 3Y | -53.6% | -80.2% | +26.5% | -70.4% |
| All | -42.4% | -83.0% | +40.6% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling