+378.2%
UL vs SPXS
-100.0%
+478.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -0.7% |
| 7D | -1.3% | -1.5% | +0.2% | -1.6% |
| 30D | +0.9% | +3.7% | -2.8% | +1.7% |
| 3M | +14.2% | -9.6% | +23.8% | +12.3% |
| 6M | -3.2% | -32.4% | +29.2% | -9.8% |
| YTD | -0.3% | -28.7% | +28.3% | -5.9% |
| 1Y | -8.8% | -38.1% | +29.3% | -16.1% |
| 3Y | +23.9% | -80.1% | +104.0% | -6.4% |
| 5Y | +21.4% | -85.9% | +107.3% | -7.5% |
| 10Y | +66.7% | -99.5% | +166.2% | -29.6% |
| All | +378.2% | -100.0% | +478.2% | -21.7% |
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 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