-22.8%
STM vs SPXS
-8.9%
-13.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | -0.7% |
| 7D | +1.4% | +1.5% | 0.0% | +5.5% |
| 30D | -8.4% | +6.3% | -14.7% | +2.1% |
| 3M | -15.8% | +4.2% | -20.0% | -7.2% |
| 6M | -22.8% | -7.9% | -14.9% | -22.6% |
| All | -22.8% | -8.9% | -13.9% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling