+64.4%
PPL vs SPXS
-99.5%
+163.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | -1.7% |
| 7D | -1.2% | -1.5% | +0.3% | -1.4% |
| 30D | +4.2% | +9.6% | -5.4% | +6.4% |
| 3M | +1.5% | +8.5% | -6.9% | +3.5% |
| 6M | +1.0% | -5.8% | +6.8% | +0.4% |
| YTD | +4.4% | -25.4% | +29.8% | -0.6% |
| 1Y | +0.8% | -28.8% | +29.6% | -4.9% |
| 3Y | +56.5% | -80.9% | +137.4% | +14.7% |
| 5Y | +47.7% | -83.1% | +130.8% | +15.9% |
| 10Y | +64.4% | -99.5% | +163.9% | -28.3% |
| All | +64.4% | -99.5% | +163.9% | -28.3% |
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 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