+252.8%
SPOT vs SPXS
-99.0%
+351.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.1% |
| 7D | -3.1% | +2.5% | -5.6% | -2.2% |
| 30D | +7.4% | +4.2% | +3.2% | +9.1% |
| 3M | +8.2% | -9.3% | +17.5% | +4.8% |
| 6M | +2.2% | -30.7% | +32.9% | -9.4% |
| YTD | -9.5% | -28.1% | +18.6% | -18.3% |
| 1Y | -23.8% | -35.1% | +11.2% | -33.4% |
| 3Y | +233.5% | -79.6% | +313.0% | +113.5% |
| 5Y | +112.2% | -86.3% | +198.5% | +43.8% |
| All | +252.8% | -99.0% | +351.9% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling