+78.7%
SO vs SPXS
-83.8%
+162.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | -0.1% |
| 7D | +0.8% | +1.5% | -0.7% | +1.0% |
| 30D | +7.8% | +6.3% | +1.5% | +8.4% |
| 3M | +2.9% | +4.2% | -1.3% | +3.4% |
| 6M | +2.5% | -7.9% | +10.4% | +2.1% |
| YTD | +10.3% | -27.5% | +37.8% | +7.8% |
| 1Y | +6.4% | -27.0% | +33.4% | +4.1% |
| 3Y | +52.8% | -80.5% | +133.3% | +30.1% |
| 5Y | +78.7% | -84.0% | +162.6% | +50.8% |
| All | +78.7% | -83.8% | +162.5% | +50.8% |
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