+72.6%
SPY vs SPXS
-83.0%
+155.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | +0.1% |
| 7D | +2.6% | -7.5% | +10.1% | +0.1% |
| 30D | -2.0% | +5.3% | -7.3% | +0.5% |
| 3M | -2.8% | +9.7% | -12.5% | +1.4% |
| 6M | +2.1% | -4.6% | +6.7% | +2.6% |
| YTD | +11.5% | -25.8% | +37.3% | +4.3% |
| 1Y | +13.5% | -28.8% | +42.2% | +5.0% |
| 3Y | +77.7% | -80.2% | +157.9% | +18.5% |
| All | +72.6% | -83.0% | +155.6% | +27.0% |
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