-100.0%
SPXS vs SPY
+1,139.1%
-1,239.1%
-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% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | +0.4% |
| 30D | +0.8% | +0.1% | +0.8% | +1.3% |
| 3M | -4.7% | +2.0% | -6.7% | +4.0% |
| 6M | -29.6% | +13.0% | -42.6% | +7.6% |
| YTD | -29.8% | +13.5% | -43.4% | +10.3% |
| 1Y | -38.9% | +20.0% | -58.9% | +15.9% |
| 3Y | -79.6% | +77.2% | -156.8% | +69.6% |
| 5Y | -85.9% | +81.9% | -167.8% | +100.5% |
| 10Y | -99.5% | +314.1% | -413.6% | +126.6% |
| All | -100.0% | +1,139.1% | -1,239.1% | +57.7% |
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