+293.4%
SN vs SPXS
-77.4%
+370.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -3.0% |
| 7D | -7.2% | +6.4% | -13.6% | -4.0% |
| 30D | -13.4% | +6.0% | -19.4% | -10.4% |
| 3M | +26.8% | -11.6% | +38.4% | +20.0% |
| 6M | +44.6% | -28.7% | +73.3% | +24.4% |
| YTD | +45.3% | -26.3% | +71.6% | +28.4% |
| 1Y | +40.1% | -34.9% | +75.0% | +17.1% |
| 3Y | +375.3% | -79.5% | +454.7% | +183.0% |
| All | +293.4% | -77.4% | +370.8% | +136.9% |
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