+5.7%
O vs SPXS
-34.6%
+40.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | -3.5% | +6.4% | -9.9% | -3.6% |
| 30D | -3.3% | +6.0% | -9.3% | -3.4% |
| 3M | -2.8% | -11.6% | +8.8% | -2.8% |
| 6M | -5.8% | -28.7% | +22.9% | -6.6% |
| YTD | +9.4% | -26.3% | +35.7% | +8.2% |
| 1Y | +5.7% | -34.9% | +40.6% | +4.7% |
| All | +5.7% | -34.6% | +40.3% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling