+115.3%
SPOT vs SPXS
-86.0%
+201.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.3% |
| 7D | -3.1% | +2.5% | -5.6% | -1.9% |
| 30D | +7.4% | +4.2% | +3.2% | +9.5% |
| 3M | +8.2% | -9.3% | +17.5% | +3.9% |
| 6M | +2.2% | -30.7% | +32.9% | -12.4% |
| YTD | -9.5% | -28.1% | +18.6% | -20.6% |
| 1Y | -23.8% | -35.1% | +11.2% | -35.9% |
| 3Y | +233.5% | -79.6% | +313.0% | +79.5% |
| All | +115.3% | -86.0% | +201.2% | +28.7% |
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