-28.7%
SPXS vs PSLV
-28.4%
-0.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.3% | +7.2% | -0.7% |
| 7D | +6.4% | -4.9% | +11.3% | +3.9% |
| 30D | +6.0% | -1.9% | +7.9% | +5.4% |
| 3M | -11.6% | +4.2% | -15.8% | -8.5% |
| 6M | -28.7% | -27.6% | -1.1% | -37.4% |
| All | -28.7% | -28.4% | -0.3% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 6mo: compounded portfolio wealth divided by compounded PSLV 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…
6mo analysis · Full analysis span regression · 6 months rolling