-79.6%
SPXS vs SNY
-9.6%
-70.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +2.5% | -3.3% | +5.8% | +1.5% |
| 30D | +4.2% | -2.2% | +6.4% | +3.6% |
| 3M | -9.3% | -3.0% | -6.3% | -10.0% |
| 6M | -30.7% | +2.7% | -33.4% | -29.8% |
| YTD | -28.1% | -6.8% | -21.2% | -29.0% |
| 1Y | -35.1% | -5.3% | -29.8% | -35.4% |
| 3Y | -79.6% | -9.8% | -69.8% | -79.5% |
| All | -79.6% | -9.6% | -70.0% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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