+49.4%
S vs SPXS
-80.4%
+129.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | +0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +2.9% |
| 30D | -10.8% | +10.8% | -21.6% | -4.4% |
| 3M | +5.4% | +9.6% | -4.2% | +12.9% |
| 6M | +41.2% | -4.7% | +46.0% | +43.0% |
| YTD | +56.2% | -24.6% | +80.8% | +43.3% |
| 1Y | +36.3% | -24.6% | +60.9% | +25.7% |
| 3Y | +49.4% | -79.8% | +129.2% | -10.6% |
| All | +49.4% | -80.4% | +129.9% | -10.6% |
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