-2.7%
LQD vs SPXS
-33.3%
+30.6%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | 0.0% |
| 7D | 0.0% | +1.2% | -1.3% | +0.1% |
| 30D | -0.2% | +5.2% | -5.4% | +0.3% |
| 3M | -1.7% | -9.2% | +7.5% | -2.4% |
| 6M | -2.7% | -29.6% | +26.9% | -5.6% |
| All | -2.7% | -33.3% | +30.6% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling