+48.5%
PPL vs SPXS
-81.6%
+130.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.7% |
| 7D | +0.4% | +7.5% | -7.1% | +1.4% |
| 30D | +5.4% | +17.5% | -12.0% | +7.7% |
| 3M | +4.3% | +14.7% | -10.4% | +6.2% |
| 6M | -1.3% | -0.1% | -1.2% | -1.0% |
| YTD | +4.7% | -19.7% | +24.4% | +2.3% |
| 1Y | +1.3% | -23.6% | +24.9% | -1.6% |
| 3Y | +57.2% | -79.2% | +136.4% | +27.0% |
| All | +48.5% | -81.6% | +130.1% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling