+912.0%
PSA vs SPXS
-100.0%
+1,012.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | +0.4% |
| 7D | -0.4% | -1.5% | +1.1% | -0.8% |
| 30D | -8.2% | +3.7% | -11.8% | -7.1% |
| 3M | -2.1% | -9.6% | +7.4% | -4.7% |
| 6M | -0.2% | -32.4% | +32.2% | -10.1% |
| YTD | +18.5% | -28.7% | +47.2% | +8.9% |
| 1Y | +6.6% | -38.1% | +44.7% | -5.7% |
| 3Y | +24.5% | -80.1% | +104.6% | -16.4% |
| 5Y | +13.6% | -85.9% | +99.5% | -22.4% |
| 10Y | +102.0% | -99.5% | +201.5% | -46.0% |
| All | +912.0% | -100.0% | +1,012.0% | -66.5% |
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 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