+423.6%
SN vs SPXS
-80.8%
+504.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.3% |
| 7D | -9.3% | -0.1% | -9.3% | -9.2% |
| 30D | -4.8% | +0.8% | -5.6% | -4.1% |
| 3M | +40.4% | -4.7% | +45.1% | +38.7% |
| 6M | +50.9% | -29.6% | +80.6% | +28.8% |
| YTD | +54.9% | -29.8% | +84.8% | +33.0% |
| 1Y | +43.0% | -38.9% | +82.0% | +15.1% |
| All | +423.6% | -80.8% | +504.4% | +203.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling