+14.8%
MSCI vs SPXS
-28.0%
+42.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.2% |
| 7D | -1.9% | +1.5% | -3.4% | -1.5% |
| 30D | +16.5% | +6.3% | +10.1% | +17.6% |
| 3M | +18.2% | +4.2% | +14.0% | +19.1% |
| 6M | +14.0% | -7.9% | +21.9% | +13.8% |
| YTD | +16.6% | -27.5% | +44.1% | +13.7% |
| 1Y | +14.8% | -27.0% | +41.9% | +12.1% |
| All | +14.8% | -28.0% | +42.8% | +12.1% |
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