+32.8%
PM vs SPXS
-26.2%
+58.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +0.5% | -7.5% | +8.1% | +0.7% |
| 30D | -3.2% | +5.3% | -8.6% | -3.3% |
| 3M | +6.2% | +9.7% | -3.5% | +6.0% |
| 6M | +7.7% | -4.6% | +12.2% | +7.8% |
| YTD | +27.3% | -25.8% | +53.0% | +26.0% |
| 1Y | +32.8% | -28.8% | +61.6% | +32.1% |
| All | +32.8% | -26.2% | +58.9% | +32.1% |
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