+247.9%
SOXX vs SPXS
-86.0%
+333.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +0.4% |
| 7D | +1.4% | +2.5% | -1.1% | +3.0% |
| 30D | -3.6% | +4.2% | -7.8% | -0.9% |
| 3M | -10.2% | -9.3% | -0.8% | -13.3% |
| 6M | +54.2% | -30.7% | +84.9% | +31.7% |
| YTD | +75.2% | -28.1% | +103.3% | +54.8% |
| 1Y | +107.5% | -35.1% | +142.6% | +76.7% |
| 3Y | +226.8% | -79.6% | +306.3% | +81.8% |
| All | +247.9% | -86.0% | +333.9% | +114.7% |
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 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