-31.8%
LVS vs SPXS
-30.2%
-1.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.4% | +5.5% |
| 7D | +13.4% | +2.2% | +11.2% | +13.9% |
| 30D | +12.2% | +3.8% | +8.4% | +13.1% |
| 3M | -10.7% | +3.3% | -14.1% | -10.0% |
| 6M | -19.8% | -16.7% | -3.1% | -23.2% |
| YTD | -35.8% | -28.5% | -7.2% | -41.1% |
| 1Y | -31.8% | -30.4% | -1.4% | -37.6% |
| All | -31.8% | -30.2% | -1.6% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling