+395.8%
SLV vs SPXS
-100.0%
+495.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.1% |
| 7D | -3.9% | -9.5% | +5.6% | -5.2% |
| 30D | -15.6% | +7.4% | -23.0% | -14.4% |
| 3M | -23.6% | +6.1% | -29.7% | -22.5% |
| 6M | -42.6% | -7.3% | -35.3% | -42.4% |
| YTD | -30.0% | -26.7% | -3.2% | -31.4% |
| 1Y | -6.6% | -26.2% | +19.6% | -8.2% |
| 3Y | +121.8% | -80.3% | +202.2% | +90.6% |
| 5Y | +92.7% | -83.4% | +176.1% | +69.9% |
| 10Y | +174.0% | -99.5% | +273.5% | +72.2% |
| All | +395.8% | -100.0% | +495.8% | +71.4% |
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