+208.8%
PM vs SPXS
-99.5%
+308.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.5% |
| 7D | +1.9% | +6.4% | -4.4% | +3.1% |
| 30D | +1.9% | +6.0% | -4.1% | +3.0% |
| 3M | +4.6% | -11.6% | +16.2% | +2.3% |
| 6M | +11.7% | -28.7% | +40.4% | +5.3% |
| YTD | +20.4% | -26.3% | +46.6% | +14.5% |
| 1Y | +19.0% | -34.9% | +53.9% | +10.6% |
| 3Y | +130.4% | -79.5% | +209.8% | +75.5% |
| 5Y | +131.5% | -85.9% | +217.4% | +76.1% |
| All | +208.8% | -99.5% | +308.4% | +31.0% |
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