+260.9%
PM vs SPXS
-99.5%
+360.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +0.4% |
| 7D | -7.1% | +1.5% | -8.5% | -6.6% |
| 30D | -2.8% | +6.3% | -9.1% | -1.4% |
| 3M | +6.3% | +4.2% | +2.1% | +7.5% |
| 6M | +9.6% | -7.9% | +17.6% | +8.5% |
| YTD | +25.6% | -27.5% | +53.1% | +19.5% |
| 1Y | +29.7% | -27.0% | +56.7% | +23.7% |
| 3Y | +147.6% | -80.5% | +228.1% | +86.3% |
| 5Y | +160.1% | -84.0% | +244.1% | +104.9% |
| 10Y | +260.9% | -99.5% | +360.4% | +50.6% |
| All | +260.9% | -99.5% | +360.4% | +50.6% |
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 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