+228.8%
SAP vs SPXS
-99.5%
+328.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.2% |
| 7D | +1.5% | +0.4% | +1.1% | +1.9% |
| 30D | +8.8% | +10.8% | -2.0% | +12.8% |
| 3M | +12.1% | +9.6% | +2.4% | +16.1% |
| 6M | +34.6% | -4.7% | +39.3% | +34.0% |
| YTD | -2.1% | -24.6% | +22.4% | -8.4% |
| 1Y | -5.5% | -24.6% | +19.0% | -11.3% |
| 3Y | +67.4% | -79.8% | +147.2% | +13.1% |
| 5Y | +74.6% | -83.3% | +157.9% | +28.4% |
| All | +228.8% | -99.5% | +328.3% | +9.2% |
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