+33.3%
ORCL vs SPXS
-80.2%
+113.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +3.2% |
| 7D | +15.0% | -1.5% | +16.5% | +14.1% |
| 30D | +10.5% | +3.7% | +6.9% | +13.1% |
| 3M | -23.0% | -9.6% | -13.4% | -25.5% |
| 6M | +7.0% | -32.4% | +39.4% | -8.2% |
| YTD | -15.8% | -28.7% | +12.8% | -25.0% |
| 1Y | -31.1% | -38.1% | +7.0% | -41.8% |
| 3Y | +33.3% | -80.1% | +113.4% | -17.8% |
| All | +33.3% | -80.2% | +113.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling