+84.7%
SLB vs SPXS
-100.0%
+184.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.7% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +15.8% | +0.8% | +15.0% | +16.3% |
| 3M | -0.3% | -4.7% | +4.4% | -1.5% |
| 6M | +21.3% | -29.6% | +51.0% | +6.8% |
| YTD | +52.3% | -29.8% | +82.1% | +34.7% |
| 1Y | +63.6% | -38.9% | +102.5% | +37.6% |
| 3Y | +3.8% | -79.6% | +83.4% | -38.0% |
| 5Y | +128.6% | -85.9% | +214.6% | +37.0% |
| 10Y | -3.1% | -99.5% | +96.5% | -79.0% |
| All | +84.7% | -100.0% | +184.7% | -93.2% |
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 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