+60.3%
SLB vs SPXS
-100.0%
+160.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -0.5% |
| 7D | -4.3% | +0.4% | -4.7% | -3.6% |
| 30D | +1.9% | +10.8% | -8.9% | +7.0% |
| 3M | -5.7% | +9.6% | -15.4% | -1.2% |
| 6M | -5.3% | -4.7% | -0.6% | -5.6% |
| YTD | +32.2% | -24.6% | +56.7% | +21.4% |
| 1Y | +38.5% | -24.6% | +63.1% | +27.7% |
| 3Y | +1.1% | -79.8% | +80.9% | -39.7% |
| 5Y | +70.3% | -83.3% | +153.6% | +9.9% |
| 10Y | -17.3% | -99.5% | +82.2% | -81.4% |
| All | +60.3% | -100.0% | +160.3% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling