+684.6%
JNJ vs SPXS
-100.0%
+784.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.0% |
| 7D | -0.8% | -1.5% | +0.8% | -1.0% |
| 30D | +4.3% | +3.7% | +0.7% | +5.0% |
| 3M | +16.5% | -9.6% | +26.1% | +14.7% |
| 6M | +13.1% | -32.4% | +45.5% | +6.6% |
| YTD | +32.1% | -28.7% | +60.8% | +25.7% |
| 1Y | +54.5% | -38.1% | +92.6% | +43.9% |
| 3Y | +82.5% | -80.1% | +162.7% | +44.1% |
| 5Y | +80.0% | -85.9% | +165.9% | +42.5% |
| 10Y | +195.7% | -99.5% | +295.2% | +46.4% |
| All | +684.6% | -100.0% | +784.6% | +106.3% |
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