+109.7%
USB vs SPXS
-99.5%
+209.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | +0.2% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -1.3% | +0.8% | -2.1% | -0.9% |
| 3M | +15.2% | -4.7% | +20.0% | +14.0% |
| 6M | +18.8% | -29.6% | +48.5% | +6.3% |
| YTD | +21.0% | -29.8% | +50.8% | +8.7% |
| 1Y | +34.0% | -38.9% | +73.0% | +15.3% |
| 3Y | +95.3% | -79.6% | +174.9% | +26.3% |
| 5Y | +40.4% | -85.9% | +126.3% | -6.8% |
| All | +109.7% | -99.5% | +209.2% | -40.5% |
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 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