+361.6%
PSX vs SPXS
-99.5%
+461.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +1.2% |
| 7D | +7.8% | -7.5% | +15.3% | +5.3% |
| 30D | -10.9% | +5.3% | -16.2% | -8.9% |
| 3M | +14.5% | +9.7% | +4.8% | +18.7% |
| 6M | +56.1% | -4.6% | +60.7% | +55.0% |
| YTD | +109.6% | -25.8% | +135.4% | +92.0% |
| 1Y | +95.5% | -28.8% | +124.3% | +77.0% |
| 3Y | +156.2% | -80.2% | +236.4% | +64.1% |
| 5Y | +310.0% | -83.2% | +393.2% | +186.3% |
| All | +361.6% | -99.5% | +461.1% | +28.8% |
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