-14.9%
SNPS vs SPXS
-79.5%
+64.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +1.1% |
| 7D | -5.5% | +1.2% | -6.7% | -4.8% |
| 30D | -4.5% | +5.2% | -9.7% | -1.5% |
| 3M | -15.5% | -9.2% | -6.3% | -18.7% |
| 6M | -10.1% | -29.6% | +19.5% | -22.9% |
| YTD | -16.3% | -27.6% | +11.3% | -26.3% |
| 1Y | -34.9% | -36.7% | +1.8% | -45.7% |
| All | -14.9% | -79.5% | +64.6% | -49.3% |
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