+81.7%
SPY vs SPXS
-85.7%
+167.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | 0.0% |
| 7D | -0.4% | +1.2% | -1.6% | +0.1% |
| 30D | -1.4% | +5.2% | -6.6% | +0.4% |
| 3M | +3.7% | -9.2% | +12.9% | +1.2% |
| 6M | +13.0% | -29.6% | +42.6% | +2.3% |
| YTD | +12.4% | -27.6% | +40.0% | +3.3% |
| 1Y | +18.5% | -36.7% | +55.3% | +5.0% |
| 3Y | +77.6% | -79.8% | +157.5% | +18.8% |
| 5Y | +81.7% | -85.9% | +167.6% | +25.7% |
| All | +81.7% | -85.7% | +167.4% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling