+915.1%
MSFT vs SPXS
-99.5%
+1,014.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.7% |
| 7D | -1.3% | -7.5% | +6.2% | -4.1% |
| 30D | -1.8% | +5.3% | -7.2% | +1.1% |
| 3M | +5.6% | +9.7% | -4.1% | +11.0% |
| 6M | +29.8% | -4.6% | +34.4% | +30.5% |
| YTD | +9.0% | -25.8% | +34.8% | +0.8% |
| 1Y | +4.9% | -28.8% | +33.7% | -4.3% |
| 3Y | +46.2% | -80.2% | +126.4% | -10.6% |
| 5Y | +62.1% | -83.2% | +145.3% | +13.4% |
| All | +915.1% | -99.5% | +1,014.6% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling