-46.8%
STZ vs SPXS
-79.7%
+32.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.5% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -1.9% | +0.8% | -2.7% | -1.7% |
| 3M | -6.2% | -4.7% | -1.5% | -6.5% |
| 6M | -14.0% | -29.6% | +15.6% | -17.4% |
| YTD | -5.1% | -29.8% | +24.7% | -8.8% |
| 1Y | -9.6% | -38.9% | +29.4% | -14.7% |
| All | -46.8% | -79.7% | +32.9% | -58.3% |
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