+176.6%
P vs SPXS
-79.2%
+255.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +2.9% |
| 7D | -23.8% | +7.5% | -31.3% | -18.1% |
| 30D | -36.6% | +17.5% | -54.1% | -26.6% |
| 3M | +10.9% | +14.7% | -3.8% | +27.4% |
| 6M | +30.0% | -0.1% | +30.1% | +40.3% |
| YTD | +44.4% | -19.7% | +64.1% | +39.7% |
| 1Y | +3.9% | -23.6% | +27.5% | -1.6% |
| 3Y | +176.6% | -79.2% | +255.8% | +51.5% |
| All | +176.6% | -79.2% | +255.8% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling