+125.0%
SU vs SPXS
-79.6%
+204.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.5% |
| 7D | +2.2% | +2.5% | -0.3% | +2.6% |
| 30D | +8.4% | +4.2% | +4.2% | +9.1% |
| 3M | +12.1% | -9.3% | +21.4% | +10.5% |
| 6M | +19.7% | -30.7% | +50.4% | +13.0% |
| YTD | +58.4% | -28.1% | +86.5% | +51.0% |
| 1Y | +67.2% | -35.1% | +102.3% | +56.6% |
| 3Y | +125.0% | -79.6% | +204.6% | +77.8% |
| All | +125.0% | -79.6% | +204.6% | +77.8% |
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 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