+572.5%
SNPS vs SPXS
-99.6%
+672.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -1.0% |
| 7D | +0.9% | +2.5% | -1.6% | +2.0% |
| 30D | -3.6% | +4.2% | -7.8% | -1.6% |
| 3M | -12.9% | -9.3% | -3.6% | -15.6% |
| 6M | -8.2% | -30.7% | +22.5% | -19.1% |
| YTD | -15.4% | -28.1% | +12.7% | -23.6% |
| 1Y | -9.3% | -35.1% | +25.8% | -20.2% |
| 3Y | -14.0% | -79.6% | +65.6% | -44.9% |
| 5Y | +19.5% | -86.3% | +105.8% | -19.6% |
| All | +572.5% | -99.6% | +672.1% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling