+475.9%
SITM vs SPXS
-79.6%
+555.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +8.0% | +3.3% |
| 7D | +3.9% | +2.5% | +1.4% | +6.4% |
| 30D | -6.6% | +4.2% | -10.8% | -2.5% |
| 3M | -11.9% | -9.3% | -2.6% | -16.4% |
| 6M | +81.1% | -30.7% | +111.8% | +42.1% |
| YTD | +80.0% | -28.1% | +108.0% | +47.7% |
| 1Y | +145.8% | -35.1% | +180.9% | +89.9% |
| 3Y | +475.9% | -79.6% | +555.5% | +150.2% |
| All | +475.9% | -79.6% | +555.5% | +150.2% |
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 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