+13.5%
STM vs SPXS
-80.3%
+93.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -7.0% | +13.8% | +1.9% |
| 7D | -5.6% | -1.5% | -4.1% | -5.1% |
| 30D | -14.4% | +9.6% | -24.1% | -6.6% |
| 3M | -20.5% | +8.5% | -28.9% | -13.1% |
| 6M | -24.5% | -5.8% | -18.8% | -21.7% |
| YTD | +72.7% | -25.4% | +98.1% | +60.4% |
| 1Y | +91.0% | -28.8% | +119.9% | +73.6% |
| 3Y | +13.5% | -80.9% | +94.4% | -46.2% |
| All | +13.5% | -80.3% | +93.8% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling