+832.1%
ORCL vs SPXS
-100.0%
+932.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.1% |
| 7D | -6.5% | +0.4% | -6.9% | -5.8% |
| 30D | -16.6% | +10.8% | -27.4% | -12.5% |
| 3M | -21.6% | +9.6% | -31.2% | -17.6% |
| 6M | -39.4% | -4.7% | -34.6% | -38.2% |
| YTD | -38.7% | -24.6% | -14.1% | -41.1% |
| 1Y | -50.4% | -24.6% | -25.8% | -52.1% |
| 3Y | +8.1% | -79.8% | +87.9% | -23.6% |
| 5Y | +34.5% | -83.3% | +117.9% | +3.6% |
| 10Y | +246.0% | -99.5% | +345.5% | +18.4% |
| All | +832.1% | -100.0% | +932.1% | +3.7% |
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 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