-38.4%
U vs SPXS
-94.9%
+56.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | +0.3% |
| 7D | 0.0% | +6.4% | -6.4% | +4.9% |
| 30D | -4.1% | +6.0% | -10.1% | +0.5% |
| 3M | +57.8% | -11.6% | +69.4% | +45.8% |
| 6M | +103.5% | -28.7% | +132.2% | +63.3% |
| YTD | -4.8% | -26.3% | +21.5% | -19.6% |
| 1Y | -2.4% | -34.9% | +32.5% | -22.8% |
| 3Y | +11.7% | -79.5% | +91.1% | -53.4% |
| 5Y | -68.9% | -85.9% | +17.1% | -83.9% |
| All | -38.4% | -94.9% | +56.4% | -79.3% |
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