-85.9%
SPXS vs SPY
+79.8%
-165.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +0.1% |
| 7D | +6.4% | -2.0% | +8.4% | +0.3% |
| 30D | +6.0% | -1.7% | +7.6% | +1.3% |
| 3M | -11.6% | +4.7% | -16.4% | +3.7% |
| 6M | -28.7% | +12.5% | -41.2% | +7.0% |
| YTD | -26.3% | +11.7% | -38.0% | +10.0% |
| 1Y | -34.9% | +17.5% | -52.4% | +15.4% |
| 3Y | -79.5% | +76.6% | -156.0% | +66.2% |
| 5Y | -85.9% | +82.0% | -168.0% | +96.9% |
| All | -85.9% | +79.8% | -165.7% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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