-4.9%
LYB vs SPXS
-86.0%
+81.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -1.6% |
| 7D | +0.3% | +2.5% | -2.2% | +0.9% |
| 30D | +2.5% | +4.2% | -1.7% | +3.5% |
| 3M | +1.4% | -9.3% | +10.7% | -1.1% |
| 6M | -3.5% | -30.7% | +27.2% | -12.6% |
| YTD | +52.0% | -28.1% | +80.0% | +39.8% |
| 1Y | +22.1% | -35.1% | +57.1% | +9.8% |
| 3Y | -22.8% | -79.6% | +56.8% | -45.7% |
| All | -4.9% | -86.0% | +81.0% | -34.6% |
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 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