+6.0%
LOW vs SPXS
-85.4%
+91.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.5% |
| 7D | -2.6% | +6.4% | -9.0% | -0.9% |
| 30D | -11.1% | +6.0% | -17.1% | -9.6% |
| 3M | -8.5% | -11.6% | +3.1% | -11.2% |
| 6M | -20.8% | -28.7% | +7.9% | -27.2% |
| YTD | -17.2% | -26.3% | +9.1% | -22.8% |
| 1Y | -24.7% | -34.9% | +10.2% | -32.0% |
| 3Y | -9.7% | -79.5% | +69.7% | -37.9% |
| 5Y | +6.0% | -85.9% | +91.9% | -24.9% |
| All | +6.0% | -85.4% | +91.4% | -24.9% |
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 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