+251.0%
SPOT vs SPXS
-99.0%
+350.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.5% |
| 7D | -6.5% | +1.2% | -7.7% | -6.0% |
| 30D | +2.2% | +5.2% | -3.0% | +4.1% |
| 3M | +5.4% | -9.2% | +14.6% | +2.1% |
| 6M | -4.0% | -29.6% | +25.6% | -14.5% |
| YTD | -9.9% | -27.6% | +17.7% | -18.5% |
| 1Y | -27.3% | -36.7% | +9.5% | -37.0% |
| 3Y | +236.4% | -79.8% | +316.2% | +114.4% |
| 5Y | +112.6% | -85.9% | +198.5% | +45.3% |
| All | +251.0% | -99.0% | +350.0% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling