+25.7%
NDAQ vs SPXS
-26.2%
+51.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.1% |
| 7D | +1.3% | -7.5% | +8.8% | -0.2% |
| 30D | +18.0% | +5.3% | +12.6% | +19.5% |
| 3M | +11.5% | +9.7% | +1.8% | +14.2% |
| 6M | +21.1% | -4.6% | +25.6% | +21.2% |
| YTD | +12.8% | -25.8% | +38.6% | +8.8% |
| 1Y | +25.7% | -28.8% | +54.5% | +20.7% |
| All | +25.7% | -26.2% | +51.9% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling