-2.7%
MSCI vs SPXS
-38.2%
+35.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -3.6% |
| 7D | -2.1% | -1.5% | -0.5% | -2.2% |
| 30D | -1.7% | +3.7% | -5.4% | -1.3% |
| 3M | -8.2% | -9.6% | +1.4% | -8.9% |
| 6M | -2.4% | -32.4% | +30.0% | -7.1% |
| YTD | -2.8% | -28.7% | +25.8% | -6.0% |
| 1Y | -2.7% | -38.1% | +35.4% | -6.7% |
| All | -2.7% | -38.2% | +35.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling