+64.8%
SLB vs SPXS
-82.9%
+147.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.0% | +7.9% | -1.0% |
| 7D | -3.7% | -1.5% | -2.2% | -3.7% |
| 30D | +2.9% | +9.6% | -6.7% | +6.1% |
| 3M | +0.2% | +8.5% | -8.2% | +3.2% |
| 6M | -4.4% | -5.8% | +1.3% | -4.7% |
| YTD | +33.4% | -25.4% | +58.8% | +26.1% |
| 1Y | +40.8% | -28.8% | +69.6% | +31.7% |
| 3Y | +3.2% | -80.9% | +84.1% | -25.7% |
| 5Y | +64.8% | -83.1% | +147.9% | +27.4% |
| All | +64.8% | -82.9% | +147.7% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling