+26.8%
PL vs SPXS
-87.9%
+114.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +9.9% |
| 7D | -6.8% | +7.5% | -14.3% | -1.7% |
| 30D | -29.3% | +17.5% | -46.8% | -20.5% |
| 3M | -44.8% | +14.7% | -59.4% | -38.3% |
| 6M | -68.4% | -0.1% | -68.3% | -66.1% |
| YTD | -36.4% | -19.7% | -16.6% | -38.4% |
| 1Y | +0.7% | -23.6% | +24.3% | -4.0% |
| 3Y | +455.3% | -79.2% | +534.5% | +241.3% |
| 5Y | +22.7% | -81.7% | +104.4% | -8.9% |
| All | +26.8% | -87.9% | +114.6% | -6.4% |
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