+46.9%
SN vs SPXS
-37.2%
+84.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.8% | -2.6% |
| 7D | -3.4% | +1.2% | -4.6% | -2.8% |
| 30D | -9.1% | +5.2% | -14.2% | -6.6% |
| 3M | +31.8% | -9.2% | +40.9% | +27.0% |
| 6M | +52.0% | -29.6% | +81.6% | +27.7% |
| YTD | +51.3% | -27.6% | +78.9% | +29.5% |
| 1Y | +46.9% | -36.7% | +83.6% | +23.1% |
| All | +46.9% | -37.2% | +84.1% | +23.1% |
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