+152.6%
PR vs SPXS
-99.6%
+252.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.6% |
| 7D | -16.4% | +7.5% | -23.9% | -14.0% |
| 30D | -1.9% | +17.5% | -19.4% | +4.1% |
| 3M | +8.0% | +14.7% | -6.7% | +13.6% |
| 6M | +4.1% | -0.1% | +4.2% | +4.5% |
| YTD | +58.7% | -19.7% | +78.4% | +47.9% |
| 1Y | +75.8% | -23.6% | +99.4% | +61.3% |
| 3Y | +73.2% | -79.2% | +152.3% | +11.3% |
| 5Y | +230.1% | -81.7% | +311.9% | +141.6% |
| 10Y | +67.4% | -99.5% | +166.9% | -1.3% |
| All | +152.6% | -99.6% | +252.1% | +47.9% |
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