+169.3%
KEY vs SPXS
-99.5%
+268.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | +0.4% |
| 7D | -0.3% | +1.2% | -1.6% | +0.3% |
| 30D | -3.3% | +5.2% | -8.4% | -0.9% |
| 3M | -0.7% | -9.2% | +8.4% | -4.2% |
| 6M | +12.5% | -29.6% | +42.1% | -2.3% |
| YTD | +8.4% | -27.6% | +36.0% | -4.0% |
| 1Y | +18.4% | -36.7% | +55.2% | -0.5% |
| 3Y | +123.3% | -79.8% | +203.2% | +28.0% |
| 5Y | +38.8% | -85.9% | +124.7% | -16.1% |
| 10Y | +169.3% | -99.5% | +268.8% | -47.9% |
| All | +169.3% | -99.5% | +268.8% | -47.9% |
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