+157.4%
SYF vs SPXS
-80.6%
+238.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | 0.0% |
| 7D | -3.3% | -9.5% | +6.2% | -7.5% |
| 30D | -2.2% | +7.4% | -9.6% | +1.8% |
| 3M | -9.3% | +6.1% | -15.5% | -5.8% |
| 6M | +2.1% | -7.3% | +9.3% | +0.6% |
| YTD | -12.6% | -26.7% | +14.1% | -21.6% |
| 1Y | -3.4% | -26.2% | +22.7% | -12.6% |
| All | +157.4% | -80.6% | +238.0% | +54.0% |
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