+386.7%
KEY vs SPXS
-100.0%
+486.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.0% | +9.7% | -1.0% |
| 7D | -0.4% | -1.5% | +1.1% | -0.6% |
| 30D | +7.2% | +9.6% | -2.4% | +13.4% |
| 3M | -4.9% | +8.5% | -13.4% | +0.4% |
| 6M | +1.1% | -5.8% | +6.8% | -0.1% |
| YTD | +6.8% | -25.4% | +32.2% | -5.0% |
| 1Y | +23.3% | -28.8% | +52.1% | +7.4% |
| 3Y | +126.1% | -80.9% | +207.0% | +13.8% |
| 5Y | +15.2% | -83.1% | +98.3% | -30.4% |
| 10Y | +113.6% | -99.5% | +213.1% | -68.0% |
| All | +386.7% | -100.0% | +486.7% | -94.2% |
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