+1,155.2%
IT vs SPXS
-100.0%
+1,255.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.1% | -6.9% |
| 7D | -9.1% | -1.5% | -7.6% | -9.5% |
| 30D | -7.0% | +3.7% | -10.7% | -5.7% |
| 3M | +7.6% | -9.6% | +17.2% | +4.4% |
| 6M | +2.1% | -32.4% | +34.5% | -9.7% |
| YTD | -31.6% | -28.7% | -2.9% | -37.9% |
| 1Y | -29.9% | -38.1% | +8.2% | -38.8% |
| 3Y | -51.3% | -80.1% | +28.9% | -67.8% |
| 5Y | -44.8% | -85.9% | +41.1% | -61.8% |
| 10Y | +91.4% | -99.5% | +190.9% | -37.9% |
| All | +1,155.2% | -100.0% | +1,255.2% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling