+17.5%
SNPS vs SPXS
-27.1%
+44.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.7% |
| 7D | +5.1% | -9.5% | +14.6% | 0.0% |
| 30D | -6.4% | +7.4% | -13.8% | -1.4% |
| 3M | +12.2% | +6.1% | +6.1% | +18.3% |
| 6M | -9.8% | -7.3% | -2.6% | -9.7% |
| YTD | -1.5% | -26.7% | +25.2% | -10.2% |
| All | +17.5% | -27.1% | +44.6% | +5.5% |
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