+3,665.2%
MSFT vs SPXS
-100.0%
+3,765.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +2.7% | +0.8% | +1.9% | +3.1% |
| 3M | +17.0% | -4.7% | +21.7% | +16.2% |
| 6M | +23.8% | -29.6% | +53.5% | +11.4% |
| YTD | +4.0% | -29.8% | +33.8% | -6.1% |
| 1Y | -0.8% | -38.9% | +38.1% | -14.1% |
| 3Y | +55.6% | -79.6% | +135.2% | +1.1% |
| 5Y | +72.9% | -85.9% | +158.8% | +18.0% |
| 10Y | +875.8% | -99.5% | +975.3% | +209.7% |
| All | +3,665.2% | -100.0% | +3,765.2% | +265.8% |
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 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