+83.0%
PL vs SPXS
-89.4%
+172.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -0.5% |
| 7D | -9.3% | -0.1% | -9.2% | -9.4% |
| 30D | -18.9% | +0.8% | -19.8% | -18.4% |
| 3M | -58.4% | -4.7% | -53.7% | -58.1% |
| 6M | -30.3% | -29.6% | -0.7% | -39.9% |
| YTD | -8.1% | -29.8% | +21.7% | -20.1% |
| 1Y | +180.5% | -38.9% | +219.4% | +131.4% |
| 3Y | +444.1% | -79.6% | +523.8% | +220.9% |
| 5Y | +83.0% | -85.9% | +168.9% | +22.0% |
| All | +83.0% | -89.4% | +172.4% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling