-53.4%
S vs SPXS
-87.8%
+34.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +3.0% |
| 7D | +0.1% | +6.4% | -6.3% | +3.9% |
| 30D | -11.8% | +6.0% | -17.8% | -8.3% |
| 3M | +33.9% | -11.6% | +45.6% | +25.9% |
| 6M | +40.1% | -28.7% | +68.8% | +17.5% |
| YTD | +32.1% | -26.3% | +58.3% | +14.2% |
| 1Y | +11.0% | -34.9% | +46.0% | -9.8% |
| 3Y | +16.9% | -79.5% | +96.4% | -44.9% |
| 5Y | -68.9% | -85.9% | +17.0% | -81.9% |
| All | -53.4% | -87.8% | +34.4% | -72.4% |
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