+3,343.4%
STX vs SPXS
-99.6%
+3,443.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -4.7% |
| 7D | -2.3% | +2.5% | -4.7% | -1.3% |
| 30D | -5.5% | +4.2% | -9.7% | -3.8% |
| 3M | -4.3% | -9.3% | +5.0% | -6.8% |
| 6M | +115.6% | -30.7% | +146.3% | +93.0% |
| YTD | +202.2% | -28.1% | +230.3% | +177.6% |
| 1Y | +325.3% | -35.1% | +360.4% | +281.5% |
| 3Y | +1,283.9% | -79.6% | +1,363.5% | +811.4% |
| 5Y | +1,048.3% | -86.3% | +1,134.6% | +683.3% |
| All | +3,343.4% | -99.6% | +3,443.0% | +708.8% |
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 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