+300.4%
SYF vs SPXS
-99.8%
+400.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.4% |
| 7D | -2.0% | -7.5% | +5.5% | -5.4% |
| 30D | +1.2% | +5.3% | -4.1% | +4.2% |
| 3M | -9.4% | +9.7% | -19.1% | -4.5% |
| 6M | +4.4% | -4.6% | +9.0% | +4.4% |
| YTD | -11.9% | -25.8% | +13.9% | -20.0% |
| 1Y | -0.4% | -28.8% | +28.4% | -10.8% |
| 3Y | +159.6% | -80.2% | +239.7% | +52.2% |
| 5Y | +60.9% | -83.2% | +144.1% | +9.2% |
| 10Y | +180.9% | -99.5% | +280.4% | -25.1% |
| All | +300.4% | -99.8% | +400.2% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling