+17.6%
SPYM vs SPXS
-36.2%
+53.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | 0.0% |
| 7D | -0.8% | +2.5% | -3.3% | +0.1% |
| 30D | -1.1% | +4.2% | -5.3% | +0.4% |
| 3M | +3.9% | -9.3% | +13.2% | +1.3% |
| 6M | +13.6% | -30.7% | +44.3% | +2.5% |
| YTD | +12.7% | -28.1% | +40.8% | +3.5% |
| 1Y | +17.6% | -35.1% | +52.6% | +5.3% |
| All | +17.6% | -36.2% | +53.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling