+16.0%
O vs SPXS
-86.0%
+102.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.4% |
| 7D | -2.9% | +2.5% | -5.4% | -2.5% |
| 30D | -4.5% | +4.2% | -8.7% | -4.0% |
| 3M | -2.6% | -9.3% | +6.7% | -3.7% |
| 6M | -5.6% | -30.7% | +25.1% | -9.8% |
| YTD | +9.3% | -28.1% | +37.3% | +5.1% |
| 1Y | +4.3% | -35.1% | +39.4% | -0.9% |
| 3Y | +27.4% | -79.6% | +107.0% | +3.0% |
| All | +16.0% | -86.0% | +102.0% | -5.7% |
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 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