+79.3%
PR vs SPXS
-79.7%
+159.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.2% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +18.0% | +0.8% | +17.2% | +18.3% |
| 3M | +16.9% | -4.7% | +21.6% | +15.7% |
| 6M | +28.2% | -29.6% | +57.8% | +15.3% |
| YTD | +69.3% | -29.8% | +99.1% | +52.6% |
| 1Y | +69.5% | -38.9% | +108.4% | +45.2% |
| All | +79.3% | -79.7% | +159.0% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling