+361.5%
LLY vs SPXS
-85.9%
+447.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -1.9% |
| 7D | -3.1% | -1.5% | -1.6% | -3.4% |
| 30D | -5.1% | +3.7% | -8.7% | -4.4% |
| 3M | -2.1% | -9.6% | +7.5% | -3.8% |
| 6M | +13.8% | -32.4% | +46.2% | +6.1% |
| YTD | +5.1% | -28.7% | +33.7% | -0.8% |
| 1Y | +53.1% | -38.1% | +91.2% | +41.0% |
| 3Y | +95.6% | -80.1% | +175.8% | +53.8% |
| 5Y | +361.5% | -85.9% | +447.4% | +268.8% |
| All | +361.5% | -85.9% | +447.4% | +268.8% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling