+112.5%
NET vs SPXS
-86.0%
+198.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -1.0% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | -4.8% | +0.8% | -5.6% | -3.5% |
| 3M | +3.8% | -4.7% | +8.5% | +2.7% |
| 6M | +50.0% | -29.6% | +79.7% | +19.6% |
| YTD | +41.5% | -29.8% | +71.3% | +14.0% |
| 1Y | +32.8% | -38.9% | +71.8% | -1.5% |
| 3Y | +335.9% | -79.6% | +415.5% | +69.6% |
| All | +112.5% | -86.0% | +198.4% | +5.8% |
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