+834.9%
MSCI vs SPXS
-99.5%
+934.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -1.1% |
| 7D | -0.7% | -9.5% | +8.8% | -4.2% |
| 30D | +16.2% | +7.4% | +8.8% | +20.1% |
| 3M | +16.1% | +6.1% | +10.0% | +19.9% |
| 6M | +12.9% | -7.3% | +20.2% | +11.3% |
| YTD | +14.8% | -26.7% | +41.6% | +4.6% |
| 1Y | +13.8% | -26.2% | +40.0% | +4.2% |
| 3Y | +31.2% | -80.3% | +111.6% | -21.8% |
| 5Y | +5.6% | -83.4% | +89.0% | -27.5% |
| All | +834.9% | -99.5% | +934.4% | +134.2% |
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