+50.0%
NET vs SPXS
-30.7%
+80.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -1.4% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | -4.8% | +0.8% | -5.6% | -4.1% |
| 3M | +3.8% | -4.7% | +8.5% | +3.4% |
| 6M | +50.0% | -29.6% | +79.7% | +43.0% |
| All | +50.0% | -30.7% | +80.8% | +43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling