+2,037.2%
NDAQ vs SPXS
-100.0%
+2,137.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.4% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | +2.5% | +0.8% | +1.6% | +2.9% |
| 3M | +9.9% | -4.7% | +14.6% | +8.8% |
| 6M | +9.4% | -29.6% | +39.1% | -2.4% |
| YTD | +0.4% | -29.8% | +30.2% | -10.0% |
| 1Y | +4.0% | -38.9% | +43.0% | -10.8% |
| 3Y | +94.4% | -79.6% | +174.0% | +22.5% |
| 5Y | +56.7% | -85.9% | +142.6% | +0.7% |
| 10Y | +375.3% | -99.5% | +474.8% | +11.5% |
| All | +2,037.2% | -100.0% | +2,137.2% | -23.7% |
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 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