+158.9%
SN vs SPXS
-30.2%
+189.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +1.8% |
| 7D | +10.6% | +2.2% | +8.5% | +11.9% |
| 30D | +20.0% | +3.8% | +16.2% | +22.6% |
| 3M | +30.4% | +3.3% | +27.0% | +33.5% |
| 6M | +91.0% | -16.7% | +107.7% | +75.6% |
| YTD | +95.9% | -28.5% | +124.5% | +65.1% |
| 1Y | +158.9% | -30.4% | +189.3% | +117.1% |
| All | +158.9% | -30.2% | +189.1% | +117.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling