+664.5%
STM vs SPXS
-99.5%
+764.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | 0.0% |
| 7D | +1.7% | +1.2% | +0.4% | +2.4% |
| 30D | -5.2% | +5.2% | -10.3% | -2.3% |
| 3M | -29.6% | -9.2% | -20.5% | -31.2% |
| 6M | +54.4% | -29.6% | +83.9% | +35.9% |
| YTD | +99.5% | -27.6% | +127.1% | +80.7% |
| 1Y | +100.8% | -36.7% | +137.5% | +72.2% |
| 3Y | +20.2% | -79.8% | +100.0% | -30.4% |
| 5Y | +21.1% | -85.9% | +107.0% | -23.3% |
| 10Y | +664.5% | -99.5% | +764.1% | +65.1% |
| All | +664.5% | -99.5% | +764.1% | +65.1% |
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 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