+491.5%
SO vs SPXS
-100.0%
+591.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.4% |
| 7D | +1.4% | -7.5% | +8.9% | +0.2% |
| 30D | +4.7% | +5.3% | -0.6% | +5.7% |
| 3M | +1.7% | +9.7% | -8.0% | +3.4% |
| 6M | +2.2% | -4.6% | +6.7% | +1.9% |
| YTD | +10.0% | -25.8% | +35.7% | +5.9% |
| 1Y | +6.0% | -28.8% | +34.8% | +1.6% |
| 3Y | +54.1% | -80.2% | +134.3% | +23.9% |
| 5Y | +79.6% | -83.2% | +162.8% | +49.9% |
| 10Y | +195.5% | -99.5% | +295.0% | +66.0% |
| All | +491.5% | -100.0% | +591.5% | +98.4% |
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