+64.8%
PR vs SPXS
-99.5%
+164.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | -3.5% |
| 7D | -12.4% | -1.5% | -10.9% | -12.5% |
| 30D | -6.6% | +9.6% | -16.2% | -3.1% |
| 3M | +7.5% | +8.5% | -1.0% | +11.1% |
| 6M | +10.8% | -5.8% | +16.5% | +9.1% |
| YTD | +57.0% | -25.4% | +82.4% | +42.4% |
| 1Y | +67.9% | -28.8% | +96.8% | +49.9% |
| 3Y | +87.6% | -80.9% | +168.5% | +15.3% |
| 5Y | +220.4% | -83.1% | +303.5% | +125.9% |
| 10Y | +64.8% | -99.5% | +164.3% | -5.7% |
| All | +64.8% | -99.5% | +164.4% | -5.7% |
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