+43.8%
SO vs SPXS
-79.5%
+123.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.7% |
| 7D | 0.0% | +1.2% | -1.2% | 0.0% |
| 30D | -2.5% | +5.2% | -7.7% | -2.5% |
| 3M | -4.2% | -9.2% | +5.0% | -4.2% |
| 6M | -7.7% | -29.6% | +21.9% | -8.0% |
| YTD | +3.8% | -27.6% | +31.4% | +3.5% |
| 1Y | +0.1% | -36.7% | +36.8% | -0.6% |
| All | +43.8% | -79.5% | +123.3% | +27.7% |
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 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