+17.9%
SNPS vs SPXS
-85.7%
+103.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +1.0% |
| 7D | -5.5% | +1.2% | -6.7% | -4.8% |
| 30D | -4.5% | +5.2% | -9.7% | -1.7% |
| 3M | -15.5% | -9.2% | -6.3% | -18.4% |
| 6M | -10.1% | -29.6% | +19.5% | -21.9% |
| YTD | -16.3% | -27.6% | +11.3% | -25.5% |
| 1Y | -34.9% | -36.7% | +1.8% | -44.9% |
| 3Y | -14.4% | -79.8% | +65.5% | -49.5% |
| 5Y | +17.9% | -85.9% | +103.8% | -22.6% |
| All | +17.9% | -85.7% | +103.6% | -22.6% |
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