+557.4%
SLV vs SPXS
-100.0%
+657.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.0% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | +6.7% | +0.8% | +5.9% | +6.9% |
| 3M | -10.7% | -4.7% | -6.0% | -10.7% |
| 6M | -20.6% | -29.6% | +9.0% | -23.4% |
| YTD | -7.1% | -29.8% | +22.7% | -10.0% |
| 1Y | +62.0% | -38.9% | +100.9% | +54.6% |
| 3Y | +169.8% | -79.6% | +249.4% | +131.9% |
| 5Y | +161.5% | -85.9% | +247.4% | +124.8% |
| 10Y | +224.4% | -99.5% | +323.9% | +101.9% |
| All | +557.4% | -100.0% | +657.4% | +124.6% |
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 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