+498.5%
SYY vs SPXS
-100.0%
+598.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | +0.1% |
| 7D | -2.8% | -1.5% | -1.2% | -3.1% |
| 30D | -5.3% | +3.7% | -9.0% | -4.4% |
| 3M | +5.1% | -9.6% | +14.7% | +2.7% |
| 6M | -5.0% | -32.4% | +27.4% | -13.2% |
| YTD | +10.7% | -28.7% | +39.4% | +2.9% |
| 1Y | +0.7% | -38.1% | +38.8% | -9.5% |
| 3Y | +24.0% | -80.1% | +104.2% | -12.2% |
| 5Y | +19.3% | -85.9% | +105.2% | -13.5% |
| 10Y | +96.4% | -99.5% | +195.9% | -16.8% |
| All | +498.5% | -100.0% | +598.5% | +11.8% |
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 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