+267.7%
PR vs SPXS
-83.0%
+350.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.7% |
| 7D | +6.0% | -7.5% | +13.5% | +3.2% |
| 30D | -4.2% | +5.3% | -9.5% | -2.0% |
| 3M | +10.0% | +9.7% | +0.3% | +14.2% |
| 6M | +15.6% | -4.6% | +20.2% | +14.3% |
| YTD | +68.2% | -25.8% | +94.0% | +51.7% |
| 1Y | +79.2% | -28.8% | +108.0% | +59.2% |
| 3Y | +94.9% | -80.2% | +175.1% | +15.2% |
| All | +267.7% | -83.0% | +350.7% | +172.4% |
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