+368.5%
PSX vs SPXS
-85.7%
+454.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +1.0% |
| 7D | +1.8% | +1.2% | +0.6% | +2.1% |
| 30D | +21.6% | +5.2% | +16.5% | +23.0% |
| 3M | +46.5% | -9.2% | +55.6% | +43.6% |
| 6M | +62.0% | -29.6% | +91.6% | +49.9% |
| YTD | +106.3% | -27.6% | +133.9% | +92.7% |
| 1Y | +103.0% | -36.7% | +139.7% | +84.0% |
| 3Y | +135.5% | -79.8% | +215.4% | +75.4% |
| 5Y | +368.5% | -85.9% | +454.4% | +254.1% |
| All | +368.5% | -85.7% | +454.2% | +254.1% |
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