+634.6%
P vs SPXS
-99.5%
+734.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.2% |
| 7D | +11.6% | -7.5% | +19.1% | +7.6% |
| 30D | -23.7% | +5.3% | -29.0% | -19.6% |
| 3M | -8.0% | +9.7% | -17.7% | -0.1% |
| 6M | +27.9% | -4.6% | +32.5% | +32.8% |
| YTD | +61.2% | -25.8% | +86.9% | +52.0% |
| 1Y | +28.6% | -28.8% | +57.4% | +19.6% |
| 3Y | +200.5% | -80.2% | +280.6% | +85.8% |
| 5Y | +282.9% | -83.2% | +366.2% | +176.2% |
| All | +634.6% | -99.5% | +734.1% | +71.6% |
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