+230.9%
SPOT vs SPXS
-79.1%
+310.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | +0.3% |
| 7D | -6.9% | +6.4% | -13.2% | -5.0% |
| 30D | +4.1% | +6.0% | -1.8% | +6.2% |
| 3M | +3.7% | -11.6% | +15.3% | -0.1% |
| 6M | -1.6% | -28.7% | +27.1% | -11.2% |
| YTD | -10.2% | -26.3% | +16.1% | -17.6% |
| 1Y | -25.9% | -34.9% | +9.0% | -34.6% |
| All | +230.9% | -79.1% | +310.0% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling