+30.6%
ORCL vs SPXS
-81.6%
+112.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.5% |
| 7D | -11.2% | +7.5% | -18.6% | -7.8% |
| 30D | -18.8% | +17.5% | -36.3% | -11.9% |
| 3M | -18.8% | +14.7% | -33.4% | -12.2% |
| 6M | -39.7% | -0.1% | -39.6% | -37.1% |
| YTD | -39.6% | -19.7% | -19.9% | -41.0% |
| 1Y | -51.7% | -23.6% | -28.1% | -53.4% |
| 3Y | +10.2% | -79.2% | +89.4% | -22.7% |
| All | +30.6% | -81.6% | +112.1% | +4.2% |
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