+275.4%
ORCL vs SPXS
-99.5%
+375.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -0.6% |
| 7D | +10.4% | -9.5% | +19.8% | +6.8% |
| 30D | -11.2% | +7.4% | -18.6% | -7.6% |
| 3M | -16.8% | +6.1% | -22.9% | -13.2% |
| 6M | -31.5% | -7.3% | -24.2% | -30.6% |
| YTD | -33.9% | -26.7% | -7.2% | -37.2% |
| 1Y | -43.3% | -26.2% | -17.1% | -45.6% |
| 3Y | +16.5% | -80.3% | +96.8% | -18.3% |
| 5Y | +45.4% | -83.4% | +128.8% | +11.9% |
| All | +275.4% | -99.5% | +375.0% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling