+41.2%
KEY vs SPXS
-86.0%
+127.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.8% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -3.0% | +0.8% | -3.8% | -2.6% |
| 3M | +3.3% | -4.7% | +8.1% | +2.2% |
| 6M | +9.2% | -29.6% | +38.8% | -3.7% |
| YTD | +10.6% | -29.8% | +40.5% | -2.0% |
| 1Y | +20.4% | -38.9% | +59.3% | +1.5% |
| 3Y | +121.8% | -79.6% | +201.5% | +36.0% |
| All | +41.2% | -86.0% | +127.2% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling