+29.7%
Q vs SPXS
-28.1%
+57.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +3.8% |
| 7D | +6.7% | -1.5% | +8.3% | +5.2% |
| 30D | -10.6% | +3.7% | -14.3% | -7.6% |
| 3M | -14.6% | -9.6% | -5.0% | -19.8% |
| 6M | +12.1% | -32.4% | +44.5% | -15.5% |
| YTD | +51.3% | -28.7% | +79.9% | +22.1% |
| All | +29.7% | -28.1% | +57.8% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling