+1,440.5%
LOW vs SPXS
-100.0%
+1,540.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.2% |
| 7D | +0.4% | -1.5% | +1.9% | -0.1% |
| 30D | -10.1% | +3.7% | -13.8% | -8.9% |
| 3M | -2.9% | -9.6% | +6.7% | -5.5% |
| 6M | -19.4% | -32.4% | +13.0% | -28.2% |
| YTD | -15.4% | -28.7% | +13.2% | -22.9% |
| 1Y | -24.9% | -38.1% | +13.1% | -34.4% |
| 3Y | -7.8% | -80.1% | +72.3% | -40.1% |
| 5Y | +8.4% | -85.9% | +94.3% | -27.0% |
| 10Y | +226.8% | -99.5% | +326.3% | +1.5% |
| All | +1,440.5% | -100.0% | +1,540.5% | +31.1% |
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