+1,041.8%
PM vs SPXS
-100.0%
+1,141.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -1.7% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -3.4% | +0.8% | -4.2% | -3.2% |
| 3M | +5.2% | -4.7% | +9.9% | +4.4% |
| 6M | +3.7% | -29.6% | +33.3% | -2.5% |
| YTD | +15.8% | -29.8% | +45.6% | +9.0% |
| 1Y | +17.4% | -38.9% | +56.3% | +7.8% |
| 3Y | +116.9% | -79.6% | +196.5% | +66.4% |
| 5Y | +117.3% | -85.9% | +203.2% | +66.9% |
| 10Y | +193.8% | -99.5% | +293.3% | +35.9% |
| All | +1,041.8% | -100.0% | +1,141.8% | +173.3% |
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