+50.3%
NDAQ vs SPXS
-85.4%
+135.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -1.8% |
| 7D | -6.8% | +6.4% | -13.2% | -5.1% |
| 30D | -3.2% | +6.0% | -9.2% | -1.5% |
| 3M | +6.5% | -11.6% | +18.1% | +3.4% |
| 6M | +5.7% | -28.7% | +34.5% | -2.7% |
| YTD | -4.6% | -26.3% | +21.6% | -10.9% |
| 1Y | -1.6% | -34.9% | +33.4% | -10.8% |
| 3Y | +86.4% | -79.5% | +165.9% | +31.6% |
| 5Y | +50.3% | -85.9% | +136.3% | +8.5% |
| All | +50.3% | -85.4% | +135.7% | +8.5% |
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