+44.4%
SITM vs SPXS
-30.2%
+74.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.9% | -4.5% | -14.1% |
| 7D | -19.5% | +2.2% | -21.7% | -17.5% |
| 30D | -43.2% | +3.8% | -47.0% | -40.2% |
| 3M | -30.8% | +3.3% | -34.2% | -26.6% |
| 6M | -28.6% | -16.7% | -11.9% | -34.0% |
| YTD | +14.2% | -28.5% | +42.7% | -5.3% |
| 1Y | +44.4% | -30.4% | +74.8% | +19.9% |
| All | +44.4% | -30.2% | +74.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling