+1,149.9%
ORCL vs SPXS
-100.0%
+1,249.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.5% |
| 7D | +5.3% | -0.1% | +5.3% | +5.4% |
| 30D | +10.0% | +0.8% | +9.1% | +10.6% |
| 3M | -32.6% | -4.7% | -27.9% | -32.5% |
| 6M | +4.9% | -29.6% | +34.6% | -3.9% |
| YTD | -17.8% | -29.8% | +12.1% | -24.2% |
| 1Y | -28.0% | -38.9% | +11.0% | -36.0% |
| 3Y | +36.0% | -79.6% | +115.6% | -4.5% |
| 5Y | +88.7% | -85.9% | +174.6% | +35.9% |
| 10Y | +346.9% | -99.5% | +446.4% | +47.1% |
| All | +1,149.9% | -100.0% | +1,249.8% | +33.5% |
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