+14.7%
S vs SPXS
-80.2%
+94.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -1.4% |
| 7D | -5.8% | -1.5% | -4.3% | -6.6% |
| 30D | -9.2% | +3.7% | -12.9% | -7.2% |
| 3M | +23.4% | -9.6% | +33.0% | +18.9% |
| 6M | +36.9% | -32.4% | +69.3% | +15.3% |
| YTD | +29.5% | -28.7% | +58.2% | +13.2% |
| 1Y | +5.4% | -38.1% | +43.5% | -13.4% |
| 3Y | +14.7% | -80.1% | +94.8% | -38.3% |
| All | +14.7% | -80.2% | +94.9% | -38.3% |
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