-3.3%
LVS vs SPXS
-99.6%
+96.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | -0.4% |
| 7D | -3.5% | +2.5% | -6.0% | -2.5% |
| 30D | -6.2% | +4.2% | -10.4% | -4.7% |
| 3M | -14.8% | -9.3% | -5.5% | -17.6% |
| 6M | -20.9% | -30.7% | +9.8% | -29.9% |
| YTD | -33.0% | -28.1% | -5.0% | -39.6% |
| 1Y | -20.0% | -35.1% | +15.0% | -30.0% |
| 3Y | -6.9% | -79.6% | +72.7% | -41.2% |
| 5Y | +9.1% | -86.3% | +95.4% | -28.6% |
| All | -3.3% | -99.6% | +96.2% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling