+98.8%
STM vs SPXS
-34.6%
+133.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | +0.1% |
| 7D | -1.1% | +6.4% | -7.4% | +4.6% |
| 30D | -7.8% | +6.0% | -13.8% | -2.6% |
| 3M | -28.2% | -11.6% | -16.6% | -32.7% |
| 6M | +52.0% | -28.7% | +80.7% | +26.8% |
| YTD | +96.4% | -26.3% | +122.7% | +70.3% |
| 1Y | +98.8% | -34.9% | +133.7% | +59.8% |
| All | +98.8% | -34.6% | +133.4% | +59.8% |
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