+180.5%
PL vs SPXS
-40.2%
+220.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -0.2% |
| 7D | -9.3% | -0.1% | -9.2% | -9.4% |
| 30D | -18.9% | +0.8% | -19.8% | -18.2% |
| 3M | -58.4% | -4.7% | -53.7% | -58.2% |
| 6M | -30.3% | -29.6% | -0.7% | -39.4% |
| YTD | -8.1% | -29.8% | +21.7% | -19.4% |
| 1Y | +180.5% | -38.9% | +219.4% | +125.3% |
| All | +180.5% | -40.2% | +220.7% | +125.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling