+32.9%
PL vs SPXS
-83.7%
+116.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -2.4% |
| 7D | +22.3% | -9.5% | +31.7% | +15.5% |
| 30D | -8.3% | +7.4% | -15.7% | -1.6% |
| 3M | -43.3% | +6.1% | -49.4% | -39.1% |
| 6M | -65.8% | -7.3% | -58.5% | -64.8% |
| YTD | -29.5% | -26.7% | -2.8% | -35.4% |
| 1Y | +11.7% | -26.2% | +37.9% | +4.2% |
| 3Y | +540.6% | -80.3% | +620.9% | +266.5% |
| 5Y | +32.9% | -83.4% | +116.3% | -1.2% |
| All | +32.9% | -83.7% | +116.6% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling