+169.5%
PR vs SPXS
-99.6%
+269.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.2% |
| 6M | +28.2% | -29.6% | +57.8% | +13.4% |
| YTD | +69.3% | -29.8% | +99.1% | +50.1% |
| 1Y | +69.5% | -38.9% | +108.4% | +43.5% |
| 3Y | +81.7% | -79.6% | +161.3% | +16.2% |
| 5Y | +422.2% | -85.9% | +508.2% | +250.3% |
| 10Y | +110.4% | -99.5% | +209.9% | +17.5% |
| All | +169.5% | -99.6% | +269.1% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling