+2,301.0%
NDAQ vs SPXS
-100.0%
+2,401.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.3% |
| 7D | +1.3% | -7.5% | +8.8% | -1.5% |
| 30D | +18.0% | +5.3% | +12.6% | +20.8% |
| 3M | +11.5% | +9.7% | +1.8% | +16.3% |
| 6M | +21.1% | -4.6% | +25.6% | +20.8% |
| YTD | +12.8% | -25.8% | +38.6% | +4.0% |
| 1Y | +25.7% | -28.8% | +54.5% | +14.4% |
| 3Y | +116.8% | -80.2% | +197.0% | +35.1% |
| 5Y | +67.3% | -83.2% | +150.5% | +15.1% |
| 10Y | +473.3% | -99.5% | +572.8% | +37.7% |
| All | +2,301.0% | -100.0% | +2,401.0% | -11.9% |
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