-11.6%
SNPS vs SPXS
-80.8%
+69.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | -1.6% |
| 7D | -0.2% | +1.5% | -1.6% | +1.4% |
| 30D | -8.0% | +6.3% | -14.4% | -3.6% |
| 3M | +12.5% | +4.2% | +8.2% | +17.4% |
| 6M | -10.5% | -7.9% | -2.6% | -11.3% |
| YTD | -1.6% | -27.5% | +25.9% | -12.0% |
| 1Y | +16.8% | -27.0% | +43.8% | +5.6% |
| All | -11.6% | -80.8% | +69.1% | -52.5% |
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 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