+40.1%
PYPL vs SPXS
-99.6%
+139.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.3% |
| 7D | -2.3% | +2.5% | -4.8% | -1.1% |
| 30D | -9.0% | +4.2% | -13.2% | -7.1% |
| 3M | +30.6% | -9.3% | +39.9% | +25.9% |
| 6M | +18.6% | -30.7% | +49.3% | +2.9% |
| YTD | -7.2% | -28.1% | +20.9% | -17.4% |
| 1Y | -19.3% | -35.1% | +15.8% | -30.4% |
| 3Y | -12.3% | -79.6% | +67.3% | -48.1% |
| 5Y | -80.9% | -86.3% | +5.4% | -88.0% |
| All | +40.1% | -99.6% | +139.7% | -62.7% |
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