+154.8%
SO vs SPXS
-99.5%
+254.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.4% |
| 7D | -1.1% | +6.4% | -7.5% | -0.1% |
| 30D | -3.7% | +6.0% | -9.7% | -2.8% |
| 3M | -5.9% | -11.6% | +5.7% | -7.7% |
| 6M | -7.3% | -28.7% | +21.4% | -12.2% |
| YTD | +3.1% | -26.3% | +29.4% | -1.6% |
| 1Y | -1.0% | -34.9% | +33.9% | -7.4% |
| 3Y | +43.2% | -79.5% | +122.7% | +10.8% |
| 5Y | +59.1% | -85.9% | +145.0% | +22.7% |
| All | +154.8% | -99.5% | +254.3% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling