+327.1%
NET vs SPXS
-79.7%
+406.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -1.2% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | -4.8% | +0.8% | -5.6% | -3.8% |
| 3M | +3.8% | -4.7% | +8.5% | +3.2% |
| 6M | +50.0% | -29.6% | +79.7% | +26.4% |
| YTD | +41.5% | -29.8% | +71.3% | +20.4% |
| 1Y | +32.8% | -38.9% | +71.8% | +6.2% |
| All | +327.1% | -79.7% | +406.8% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling