+167.6%
SYK vs SPXS
-99.5%
+267.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -1.4% |
| 7D | -12.3% | +6.4% | -18.7% | -10.5% |
| 30D | -22.4% | +6.0% | -28.4% | -20.9% |
| 3M | -12.3% | -11.6% | -0.7% | -15.5% |
| 6M | -24.3% | -28.7% | +4.4% | -31.5% |
| YTD | -22.8% | -26.3% | +3.5% | -29.1% |
| 1Y | -28.8% | -34.9% | +6.1% | -37.0% |
| 3Y | -4.0% | -79.5% | +75.5% | -37.3% |
| 5Y | +3.8% | -85.9% | +89.8% | -30.4% |
| All | +167.6% | -99.5% | +267.1% | -18.7% |
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