+499.9%
P vs SPXS
-99.7%
+599.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.3% |
| 7D | -13.3% | +0.4% | -13.7% | -11.7% |
| 30D | -34.0% | +10.8% | -44.8% | -28.6% |
| 3M | +4.1% | +9.6% | -5.6% | +12.7% |
| 6M | +30.5% | -4.7% | +35.2% | +35.2% |
| YTD | +52.2% | -24.6% | +76.7% | +44.8% |
| 1Y | +10.3% | -24.6% | +34.8% | +5.8% |
| 3Y | +180.9% | -79.8% | +260.6% | +77.1% |
| 5Y | +259.7% | -83.3% | +343.0% | +160.4% |
| 10Y | +652.6% | -99.5% | +752.1% | +107.5% |
| All | +499.9% | -99.7% | +599.6% | +56.5% |
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