+78.3%
JNJ vs SPXS
-79.1%
+157.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.3% |
| 7D | -4.3% | +6.4% | -10.7% | -4.3% |
| 30D | +3.0% | +6.0% | -3.0% | +3.0% |
| 3M | +12.2% | -11.6% | +23.9% | +12.1% |
| 6M | +10.5% | -28.7% | +39.2% | +9.9% |
| YTD | +30.8% | -26.3% | +57.1% | +30.2% |
| 1Y | +54.9% | -34.9% | +89.9% | +53.8% |
| All | +78.3% | -79.1% | +157.4% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling