+44.6%
SLB vs SPXS
-25.7%
+70.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | +0.1% |
| 7D | +2.6% | -9.5% | +12.0% | +0.4% |
| 30D | +4.4% | +7.4% | -3.0% | +6.7% |
| 3M | -2.7% | +6.1% | -8.8% | -0.7% |
| 6M | -7.5% | -7.3% | -0.3% | -7.8% |
| YTD | +34.8% | -26.7% | +61.6% | +29.2% |
| 1Y | +44.6% | -26.2% | +70.8% | +39.8% |
| All | +44.6% | -25.7% | +70.3% | +39.8% |
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