+216.5%
SLV vs SPXS
-99.5%
+316.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -5.0% |
| 7D | -5.0% | +6.4% | -11.4% | -4.2% |
| 30D | -1.8% | +6.0% | -7.8% | -0.9% |
| 3M | -0.3% | -11.6% | +11.4% | -1.5% |
| 6M | -28.2% | -28.7% | +0.5% | -30.5% |
| YTD | -10.7% | -26.3% | +15.5% | -12.9% |
| 1Y | +53.7% | -34.9% | +88.6% | +48.3% |
| 3Y | +173.7% | -79.5% | +253.1% | +138.8% |
| 5Y | +161.5% | -85.9% | +247.4% | +127.4% |
| All | +216.5% | -99.5% | +316.0% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling