-99.5%
SPXS vs NYT
+489.9%
-589.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.1% |
| 7D | +2.5% | -0.6% | +3.1% | +2.1% |
| 30D | +4.2% | +4.6% | -0.4% | +7.6% |
| 3M | -9.3% | -9.6% | +0.3% | -15.3% |
| 6M | -30.7% | -14.0% | -16.7% | -37.2% |
| YTD | -28.1% | -2.8% | -25.2% | -28.4% |
| 1Y | -35.1% | +15.6% | -50.7% | -26.2% |
| 3Y | -79.6% | +56.3% | -135.9% | -67.9% |
| 5Y | -86.3% | +39.5% | -125.8% | -75.9% |
| All | -99.5% | +489.9% | -589.4% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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