+78.7%
PR vs SPXS
-99.5%
+178.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +1.4% |
| 7D | -0.5% | +1.5% | -2.0% | +0.5% |
| 30D | -4.6% | +6.3% | -10.9% | -2.1% |
| 3M | +4.7% | +4.2% | +0.5% | +6.8% |
| 6M | +12.4% | -7.9% | +20.4% | +9.9% |
| YTD | +62.9% | -27.5% | +90.3% | +46.3% |
| 1Y | +70.6% | -27.0% | +97.6% | +53.9% |
| 3Y | +90.0% | -80.5% | +170.6% | +17.7% |
| 5Y | +255.5% | -84.0% | +339.5% | +146.1% |
| 10Y | +78.7% | -99.5% | +178.3% | +4.3% |
| All | +78.7% | -99.5% | +178.3% | +4.3% |
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