+611.5%
MSCI vs SPXS
-99.5%
+711.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -0.5% |
| 7D | -4.7% | +6.4% | -11.1% | -2.4% |
| 30D | -2.2% | +6.0% | -8.2% | +0.1% |
| 3M | -9.7% | -11.6% | +1.9% | -13.5% |
| 6M | +0.3% | -28.7% | +29.0% | -10.8% |
| YTD | -3.5% | -26.3% | +22.8% | -12.6% |
| 1Y | -1.4% | -34.9% | +33.6% | -14.4% |
| 3Y | +6.6% | -79.5% | +86.0% | -35.2% |
| 5Y | -10.9% | -85.9% | +75.0% | -42.7% |
| All | +611.5% | -99.5% | +711.0% | +83.2% |
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