-81.6%
PYPL vs SPXS
-85.7%
+4.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.2% |
| 7D | -4.3% | +1.2% | -5.6% | -3.6% |
| 30D | -11.5% | +5.2% | -16.6% | -9.1% |
| 3M | +26.1% | -9.2% | +35.3% | +21.6% |
| 6M | +13.7% | -29.6% | +43.3% | -1.7% |
| YTD | -9.8% | -27.6% | +17.8% | -20.2% |
| 1Y | -22.1% | -36.7% | +14.7% | -34.5% |
| 3Y | -13.5% | -79.8% | +66.3% | -52.3% |
| 5Y | -81.6% | -85.9% | +4.3% | -89.1% |
| All | -81.6% | -85.7% | +4.1% | -89.1% |
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