-100.0%
SPXU vs SPXS
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | 0.0% |
| 7D | +1.3% | +1.2% | 0.0% | 0.0% |
| 30D | +5.1% | +5.2% | -0.1% | 0.0% |
| 3M | -9.1% | -9.2% | 0.0% | -0.1% |
| 6M | -29.6% | -29.6% | 0.0% | -0.3% |
| YTD | -27.7% | -27.6% | -0.1% | -0.3% |
| 1Y | -37.0% | -36.7% | -0.2% | -0.7% |
| 3Y | -80.2% | -79.8% | -0.3% | -2.9% |
| 5Y | -86.0% | -85.9% | -0.1% | -2.4% |
| 10Y | -99.5% | -99.5% | 0.0% | -4.5% |
| All | -100.0% | -100.0% | 0.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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