+54.3%
JD vs SPXS
-99.8%
+154.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | +0.8% | -14.0% | -12.9% |
| 3M | -3.2% | -4.7% | +1.5% | -4.3% |
| 6M | +15.2% | -29.6% | +44.9% | +3.0% |
| YTD | +2.0% | -29.8% | +31.8% | -8.4% |
| 1Y | -5.4% | -38.9% | +33.6% | -18.4% |
| 3Y | -9.1% | -79.6% | +70.5% | -42.1% |
| 5Y | -59.6% | -85.9% | +26.3% | -73.1% |
| 10Y | +26.2% | -99.5% | +125.8% | -65.9% |
| All | +54.3% | -99.8% | +154.1% | -71.4% |
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