-22.8%
LYB vs SPXS
-79.6%
+56.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -1.5% |
| 7D | +0.3% | +2.5% | -2.2% | +0.8% |
| 30D | +2.5% | +4.2% | -1.7% | +3.4% |
| 3M | +1.4% | -9.3% | +10.7% | -0.9% |
| 6M | -3.5% | -30.7% | +27.2% | -12.2% |
| YTD | +52.0% | -28.1% | +80.0% | +40.6% |
| 1Y | +22.1% | -35.1% | +57.1% | +10.1% |
| 3Y | -22.8% | -79.6% | +56.8% | -46.8% |
| All | -22.8% | -79.6% | +56.8% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling