+336.7%
RF vs SPXS
-99.5%
+436.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -0.5% |
| 7D | +2.7% | -1.5% | +4.2% | +2.1% |
| 30D | -3.4% | +3.7% | -7.0% | -1.8% |
| 3M | +6.4% | -9.6% | +15.9% | +2.6% |
| 6M | +13.4% | -32.4% | +45.8% | -2.1% |
| YTD | +14.2% | -28.7% | +42.9% | +1.5% |
| 1Y | +15.7% | -38.1% | +53.8% | -2.3% |
| 3Y | +91.3% | -80.1% | +171.5% | +13.2% |
| 5Y | +89.8% | -85.9% | +175.7% | +17.8% |
| 10Y | +336.7% | -99.5% | +436.2% | -5.4% |
| All | +336.7% | -99.5% | +436.2% | -5.4% |
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