-68.3%
U vs SPXS
-85.7%
+17.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | +0.7% |
| 7D | +4.4% | +1.2% | +3.1% | +5.5% |
| 30D | -1.3% | +5.2% | -6.5% | +3.0% |
| 3M | +49.6% | -9.2% | +58.7% | +41.0% |
| 6M | +100.2% | -29.6% | +129.8% | +56.7% |
| YTD | -3.7% | -27.6% | +23.9% | -20.9% |
| 1Y | -6.5% | -36.7% | +30.2% | -29.0% |
| 3Y | +12.9% | -79.8% | +92.7% | -57.4% |
| 5Y | -68.3% | -85.9% | +17.6% | -84.5% |
| All | -68.3% | -85.7% | +17.4% | -84.5% |
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