+368.8%
SNXX vs SPXS
-24.5%
+393.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.6% | -13.0% |
| 7D | -12.0% | +2.5% | -14.5% | -6.9% |
| 30D | +37.9% | +4.2% | +33.7% | +52.4% |
| 3M | -52.7% | -9.3% | -43.4% | -55.0% |
| 6M | +194.8% | -30.7% | +225.5% | +94.8% |
| All | +368.8% | -24.5% | +393.3% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling