+419.4%
PAAS vs SPXS
-100.0%
+519.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -5.5% |
| 7D | +4.2% | +0.4% | +3.8% | +4.8% |
| 30D | -13.8% | +10.8% | -24.6% | -10.7% |
| 3M | -22.7% | +9.6% | -32.4% | -19.9% |
| 6M | -32.1% | -4.7% | -27.4% | -31.3% |
| YTD | -22.3% | -24.6% | +2.3% | -24.9% |
| 1Y | +7.7% | -24.6% | +32.2% | +4.5% |
| 3Y | +214.0% | -79.8% | +293.8% | +135.1% |
| 5Y | +63.2% | -83.3% | +146.5% | +29.8% |
| 10Y | +185.5% | -99.5% | +285.0% | +12.7% |
| All | +419.4% | -100.0% | +519.4% | -43.7% |
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