+72.3%
MSFT vs SPXS
-85.7%
+158.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | +0.1% |
| 7D | -1.0% | +1.2% | -2.3% | -0.5% |
| 30D | -2.7% | +5.2% | -7.8% | -0.6% |
| 3M | +22.1% | -9.2% | +31.3% | +18.8% |
| 6M | +20.6% | -29.6% | +50.2% | +7.6% |
| YTD | +2.3% | -27.6% | +29.9% | -7.2% |
| 1Y | -0.5% | -36.7% | +36.2% | -13.6% |
| 3Y | +50.5% | -79.8% | +130.4% | -7.4% |
| 5Y | +72.3% | -85.9% | +158.2% | +13.3% |
| All | +72.3% | -85.7% | +158.1% | +13.3% |
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