+64.2%
T vs SPXS
-85.7%
+149.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.6% |
| 7D | -3.1% | +1.2% | -4.3% | -3.0% |
| 30D | +4.6% | +5.2% | -0.6% | +5.0% |
| 3M | +12.2% | -9.2% | +21.4% | +11.4% |
| 6M | -6.5% | -29.6% | +23.1% | -9.1% |
| YTD | +4.9% | -27.6% | +32.5% | +2.2% |
| 1Y | -10.5% | -36.7% | +26.3% | -13.9% |
| 3Y | +104.6% | -79.8% | +184.4% | +73.1% |
| 5Y | +64.2% | -85.9% | +150.1% | +32.9% |
| All | +64.2% | -85.7% | +149.9% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling