+48.5%
PFE vs SPXS
-99.5%
+148.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -1.9% |
| 7D | -2.1% | -9.5% | +7.4% | -3.8% |
| 30D | +3.1% | +7.4% | -4.3% | +4.8% |
| 3M | +11.2% | +6.1% | +5.1% | +12.9% |
| 6M | +15.0% | -7.3% | +22.3% | +14.3% |
| YTD | +23.5% | -26.7% | +50.3% | +18.1% |
| 1Y | +18.9% | -26.2% | +45.1% | +14.0% |
| 3Y | +18.7% | -80.3% | +99.1% | -8.0% |
| 5Y | -24.0% | -83.4% | +59.4% | -38.4% |
| All | +48.5% | -99.5% | +148.0% | -30.2% |
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