+15.0%
PL vs SPXS
-28.0%
+43.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | -2.9% |
| 7D | +13.4% | +1.5% | +11.9% | +16.8% |
| 30D | -10.2% | +6.3% | -16.5% | -2.6% |
| 3M | -39.5% | +4.2% | -43.7% | -34.8% |
| 6M | -65.7% | -7.9% | -57.8% | -64.5% |
| YTD | -27.3% | -27.5% | +0.2% | -29.6% |
| 1Y | +15.0% | -27.0% | +42.0% | +12.6% |
| All | +15.0% | -28.0% | +43.0% | +12.6% |
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