+27.5%
SOLS vs SPXS
-32.2%
+59.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -1.2% |
| 7D | -3.5% | +2.5% | -5.9% | -2.3% |
| 30D | -1.0% | +4.2% | -5.2% | +1.2% |
| 3M | -24.1% | -9.3% | -14.8% | -27.0% |
| 6M | -18.0% | -30.7% | +12.7% | -29.8% |
| YTD | +27.1% | -28.1% | +55.1% | +10.0% |
| All | +27.5% | -32.2% | +59.8% | +9.1% |
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