+41.1%
SOFI vs SPXS
-92.3%
+133.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | +0.6% |
| 7D | -7.0% | +6.4% | -13.4% | -2.7% |
| 30D | -4.3% | +6.0% | -10.3% | +0.4% |
| 3M | +8.4% | -11.6% | +20.1% | +2.1% |
| 6M | -5.9% | -28.7% | +22.8% | -21.5% |
| YTD | -34.3% | -26.3% | -8.0% | -43.0% |
| 1Y | -32.6% | -34.9% | +2.4% | -44.3% |
| 3Y | +101.3% | -79.5% | +180.7% | +2.1% |
| 5Y | +12.6% | -85.9% | +98.5% | -33.5% |
| All | +41.1% | -92.3% | +133.4% | -47.2% |
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