+13.5%
PSA vs SPXS
-85.4%
+98.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.4% |
| 7D | -3.6% | +6.4% | -10.0% | -2.4% |
| 30D | -9.4% | +6.0% | -15.4% | -8.3% |
| 3M | -8.2% | -11.6% | +3.4% | -10.2% |
| 6M | -1.8% | -28.7% | +26.9% | -7.5% |
| YTD | +15.7% | -26.3% | +42.0% | +10.1% |
| 1Y | +6.3% | -34.9% | +41.2% | -1.1% |
| 3Y | +21.6% | -79.5% | +101.0% | -7.6% |
| 5Y | +13.5% | -85.9% | +99.4% | -13.4% |
| All | +13.5% | -85.4% | +98.9% | -13.4% |
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