+8.5%
LVS vs SPXS
-85.4%
+93.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -1.0% |
| 7D | -4.3% | +6.4% | -10.7% | -2.1% |
| 30D | -6.8% | +6.0% | -12.8% | -4.8% |
| 3M | -15.6% | -11.6% | -4.0% | -19.1% |
| 6M | -20.6% | -28.7% | +8.1% | -28.8% |
| YTD | -33.4% | -26.3% | -7.1% | -39.3% |
| 1Y | -20.1% | -34.9% | +14.8% | -29.9% |
| 3Y | -7.4% | -79.5% | +72.0% | -41.4% |
| 5Y | +8.5% | -85.9% | +94.4% | -24.9% |
| All | +8.5% | -85.4% | +93.9% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling