+7.3%
MSCI vs SPXS
-80.2%
+87.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -3.4% |
| 7D | -2.1% | -1.5% | -0.5% | -2.4% |
| 30D | -1.7% | +3.7% | -5.4% | -0.8% |
| 3M | -8.2% | -9.6% | +1.4% | -10.1% |
| 6M | -2.4% | -32.4% | +30.0% | -10.8% |
| YTD | -2.8% | -28.7% | +25.8% | -9.5% |
| 1Y | -2.7% | -38.1% | +35.4% | -12.5% |
| 3Y | +7.3% | -80.1% | +87.4% | -26.0% |
| All | +7.3% | -80.2% | +87.5% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling