+311.2%
SPY vs SPXS
-99.5%
+410.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | 0.0% |
| 7D | -2.0% | +6.4% | -8.4% | +0.1% |
| 30D | -1.7% | +6.0% | -7.6% | +0.4% |
| 3M | +4.7% | -11.6% | +16.4% | +1.3% |
| 6M | +12.5% | -28.7% | +41.2% | +2.4% |
| YTD | +11.7% | -26.3% | +38.0% | +3.4% |
| 1Y | +17.5% | -34.9% | +52.4% | +5.2% |
| 3Y | +76.6% | -79.5% | +156.0% | +19.4% |
| 5Y | +82.0% | -85.9% | +168.0% | +26.4% |
| All | +311.2% | -99.5% | +410.8% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling