+5,968.8%
MSCI vs SPXS
-100.0%
+6,068.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.6% |
| 7D | +2.8% | +7.5% | -4.7% | +6.1% |
| 30D | +15.4% | +17.5% | -2.1% | +23.2% |
| 3M | +13.4% | +14.7% | -1.3% | +20.3% |
| 6M | +10.9% | -0.1% | +11.0% | +12.3% |
| YTD | +13.0% | -19.7% | +32.7% | +6.5% |
| 1Y | +12.0% | -23.6% | +35.6% | +3.9% |
| 3Y | +34.1% | -79.2% | +113.3% | -16.9% |
| 5Y | +3.9% | -81.7% | +85.6% | -24.9% |
| 10Y | +802.0% | -99.5% | +901.5% | +150.6% |
| All | +5,968.8% | -100.0% | +6,068.8% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling