+1,149.3%
PSX vs SPXS
-99.9%
+1,249.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +2.0% |
| 7D | +6.4% | -9.5% | +15.9% | +3.0% |
| 30D | -10.2% | +7.4% | -17.6% | -7.5% |
| 3M | +17.2% | +6.1% | +11.1% | +20.3% |
| 6M | +51.8% | -7.3% | +59.0% | +49.0% |
| YTD | +108.0% | -26.7% | +134.7% | +88.7% |
| 1Y | +96.1% | -26.2% | +122.3% | +78.9% |
| 3Y | +155.9% | -80.3% | +236.2% | +59.8% |
| 5Y | +306.9% | -83.4% | +390.3% | +176.2% |
| 10Y | +364.5% | -99.5% | +464.0% | +17.3% |
| All | +1,149.3% | -99.9% | +1,249.2% | +47.0% |
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 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