+24.3%
P vs SPXS
-25.7%
+50.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +4.3% |
| 7D | +17.8% | -9.5% | +27.3% | +8.2% |
| 30D | -29.9% | +7.4% | -37.2% | -22.1% |
| 3M | -1.2% | +6.1% | -7.3% | +9.7% |
| 6M | +32.1% | -7.3% | +39.4% | +35.6% |
| YTD | +64.3% | -26.7% | +91.0% | +51.7% |
| 1Y | +24.3% | -26.2% | +50.5% | +16.8% |
| All | +24.3% | -25.7% | +50.0% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling