+0.7%
PL vs SPXS
-21.5%
+22.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +9.7% |
| 7D | -6.8% | +7.5% | -14.3% | +0.1% |
| 30D | -29.3% | +17.5% | -46.8% | -17.0% |
| 3M | -44.8% | +14.7% | -59.4% | -35.8% |
| 6M | -68.4% | -0.1% | -68.3% | -64.9% |
| YTD | -36.4% | -19.7% | -16.6% | -33.5% |
| 1Y | +0.7% | -23.6% | +24.3% | +1.8% |
| All | +0.7% | -21.5% | +22.3% | +1.8% |
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