+384.9%
SLV vs SPXS
-100.0%
+484.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.0% |
| 7D | -5.8% | -7.5% | +1.7% | -6.8% |
| 30D | -12.1% | +5.3% | -17.5% | -11.1% |
| 3M | -24.1% | +9.7% | -33.8% | -22.6% |
| 6M | -44.4% | -4.6% | -39.8% | -44.0% |
| YTD | -31.5% | -25.8% | -5.7% | -32.7% |
| 1Y | -6.9% | -28.8% | +21.8% | -9.0% |
| 3Y | +116.0% | -80.2% | +196.2% | +85.9% |
| 5Y | +88.4% | -83.2% | +171.6% | +66.5% |
| 10Y | +167.9% | -99.5% | +267.4% | +68.7% |
| All | +384.9% | -100.0% | +484.9% | +68.0% |
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