+2.5%
SLB vs SPXS
-80.2%
+82.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.2% |
| 7D | +0.4% | -1.5% | +2.0% | 0.0% |
| 30D | +13.6% | +3.7% | +9.9% | +14.9% |
| 3M | +1.5% | -9.6% | +11.1% | -1.2% |
| 6M | +23.0% | -32.4% | +55.4% | +10.3% |
| YTD | +51.2% | -28.7% | +79.9% | +38.7% |
| 1Y | +63.5% | -38.1% | +101.6% | +44.1% |
| 3Y | +2.5% | -80.1% | +82.6% | -28.1% |
| All | +2.5% | -80.2% | +82.7% | -28.1% |
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