+75.7%
PEP vs SPXS
-99.6%
+175.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.0% |
| 7D | -1.7% | +1.2% | -2.9% | -1.5% |
| 30D | +0.3% | +5.2% | -4.9% | +1.3% |
| 3M | -3.2% | -9.2% | +5.9% | -4.7% |
| 6M | -13.6% | -29.6% | +16.0% | -18.5% |
| YTD | -1.9% | -27.6% | +25.8% | -6.9% |
| 1Y | -0.6% | -36.7% | +36.1% | -7.9% |
| 3Y | -13.6% | -79.8% | +66.2% | -34.0% |
| 5Y | +3.2% | -85.9% | +89.1% | -20.6% |
| All | +75.7% | -99.6% | +175.3% | -21.4% |
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