+376.3%
PSX vs SPXS
-99.5%
+475.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -0.3% |
| 7D | +1.5% | +6.4% | -4.9% | +3.6% |
| 30D | +15.8% | +6.0% | +9.8% | +18.1% |
| 3M | +43.0% | -11.6% | +54.6% | +37.5% |
| 6M | +61.1% | -28.7% | +89.8% | +44.3% |
| YTD | +104.5% | -26.3% | +130.8% | +85.9% |
| 1Y | +102.5% | -34.9% | +137.5% | +77.3% |
| 3Y | +133.5% | -79.5% | +212.9% | +51.4% |
| 5Y | +367.0% | -85.9% | +452.9% | +203.0% |
| All | +376.3% | -99.5% | +475.9% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling