+187.0%
SLV vs SPXS
-79.5%
+266.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +2.7% |
| 7D | +2.8% | +1.2% | +1.5% | +3.2% |
| 30D | +2.2% | +5.2% | -3.0% | +3.7% |
| 3M | +2.9% | -9.2% | +12.1% | +1.3% |
| 6M | -22.4% | -29.6% | +7.2% | -27.0% |
| YTD | -5.7% | -27.6% | +21.9% | -10.3% |
| 1Y | +63.3% | -36.7% | +100.0% | +52.8% |
| All | +187.0% | -79.5% | +266.4% | +144.6% |
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