-7.5%
MSCI vs SPXS
-86.0%
+78.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +0.6% | +0.8% | -0.3% | +1.0% |
| 3M | -7.1% | -4.7% | -2.4% | -8.2% |
| 6M | +0.8% | -29.6% | +30.5% | -10.4% |
| YTD | +1.0% | -29.8% | +30.8% | -9.9% |
| 1Y | +4.3% | -38.9% | +43.3% | -11.3% |
| 3Y | +9.9% | -79.6% | +89.6% | -34.5% |
| All | -7.5% | -86.0% | +78.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling