+455.3%
SN vs SPXS
-77.2%
+532.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.0% | +9.9% | -0.6% |
| 7D | +7.6% | -1.5% | +9.1% | +7.4% |
| 30D | +24.1% | +9.6% | +14.4% | +31.2% |
| 3M | +23.7% | +8.5% | +15.3% | +30.5% |
| 6M | +105.5% | -5.8% | +111.3% | +103.8% |
| YTD | +105.1% | -25.4% | +130.5% | +83.7% |
| 1Y | +148.3% | -28.8% | +177.1% | +118.5% |
| 3Y | +438.7% | -80.9% | +519.6% | +218.5% |
| All | +455.3% | -77.2% | +532.5% | +239.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling