+842.3%
O vs SPXS
-100.0%
+942.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | +0.1% |
| 7D | -0.6% | -1.5% | +1.0% | -1.0% |
| 30D | -2.0% | +3.7% | -5.6% | -0.8% |
| 3M | +3.0% | -9.6% | +12.6% | +0.2% |
| 6M | -3.6% | -32.4% | +28.8% | -13.6% |
| YTD | +12.1% | -28.7% | +40.7% | +2.3% |
| 1Y | +8.9% | -38.1% | +47.0% | -4.4% |
| 3Y | +30.3% | -80.1% | +110.5% | -14.9% |
| 5Y | +13.7% | -85.9% | +99.6% | -25.0% |
| 10Y | +50.3% | -99.5% | +149.8% | -57.9% |
| All | +842.3% | -100.0% | +942.3% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling