+425.9%
LUV vs SPXS
-100.0%
+525.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.5% |
| 7D | +0.7% | +1.2% | -0.6% | +1.1% |
| 30D | -13.4% | +5.2% | -18.6% | -11.7% |
| 3M | -9.6% | -9.2% | -0.4% | -11.6% |
| 6M | -8.9% | -29.6% | +20.7% | -17.3% |
| YTD | -5.2% | -27.6% | +22.5% | -12.5% |
| 1Y | +27.0% | -36.7% | +63.8% | +12.7% |
| 3Y | +39.6% | -79.8% | +119.5% | -7.0% |
| 5Y | -14.4% | -85.9% | +71.4% | -41.0% |
| 10Y | +17.3% | -99.5% | +116.8% | -64.4% |
| All | +425.9% | -100.0% | +525.9% | -54.0% |
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