+3,736.8%
PH vs SPXS
-100.0%
+3,836.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.4% |
| 7D | -3.1% | -0.1% | -3.0% | -3.0% |
| 30D | -3.2% | +0.8% | -4.1% | -2.8% |
| 3M | +10.6% | -4.7% | +15.3% | +9.3% |
| 6M | -2.1% | -29.6% | +27.5% | -14.1% |
| YTD | +10.2% | -29.8% | +40.0% | -3.0% |
| 1Y | +28.2% | -38.9% | +67.2% | +7.2% |
| 3Y | +134.9% | -79.6% | +214.5% | +41.5% |
| 5Y | +253.6% | -85.9% | +339.6% | +121.0% |
| 10Y | +804.7% | -99.5% | +904.3% | +113.2% |
| All | +3,736.8% | -100.0% | +3,836.8% | +105.1% |
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