+2,305.0%
NDAQ vs SPXS
-100.0%
+2,405.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -0.6% |
| 7D | +1.7% | -9.5% | +11.2% | -1.8% |
| 30D | +16.2% | +7.4% | +8.8% | +19.9% |
| 3M | +14.0% | +6.1% | +7.8% | +17.4% |
| 6M | +22.3% | -7.3% | +29.5% | +20.7% |
| YTD | +13.0% | -26.7% | +39.7% | +3.7% |
| 1Y | +24.0% | -26.2% | +50.2% | +14.5% |
| 3Y | +117.1% | -80.3% | +197.4% | +34.9% |
| 5Y | +67.5% | -83.4% | +151.0% | +14.8% |
| 10Y | +474.3% | -99.5% | +573.8% | +37.3% |
| All | +2,305.0% | -100.0% | +2,405.0% | -12.2% |
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