+192.5%
JNJ vs SPXS
-99.6%
+292.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.6% |
| 7D | -3.5% | +2.5% | -6.0% | -3.1% |
| 30D | +2.3% | +4.2% | -1.9% | +3.0% |
| 3M | +12.0% | -9.3% | +21.3% | +10.5% |
| 6M | +10.5% | -30.7% | +41.2% | +5.0% |
| YTD | +30.4% | -28.1% | +58.5% | +24.8% |
| 1Y | +52.1% | -35.1% | +87.2% | +43.6% |
| 3Y | +77.8% | -79.6% | +157.4% | +42.5% |
| 5Y | +82.9% | -86.3% | +169.2% | +45.7% |
| All | +192.5% | -99.6% | +292.1% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling