-100.0%
SPXS vs SPY
+1,116.6%
-1,216.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +0.2% |
| 7D | -7.5% | +2.6% | -10.1% | +0.3% |
| 30D | +5.3% | -2.0% | +7.3% | +1.5% |
| 3M | +9.7% | -2.8% | +12.5% | +4.0% |
| 6M | -4.6% | +2.1% | -6.7% | +8.0% |
| YTD | -25.8% | +11.5% | -37.3% | +13.6% |
| 1Y | -28.8% | +13.5% | -42.2% | +15.9% |
| 3Y | -80.2% | +77.7% | -157.9% | +67.8% |
| 5Y | -83.2% | +72.6% | -155.8% | +106.8% |
| 10Y | -99.5% | +308.2% | -407.7% | +133.4% |
| All | -100.0% | +1,116.6% | -1,216.6% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling