+84.9%
USB vs SPXS
-99.5%
+184.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | +0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +2.1% |
| 30D | +6.4% | +10.8% | -4.4% | +11.1% |
| 3M | -4.5% | +9.6% | -14.1% | -0.4% |
| 6M | +11.4% | -4.7% | +16.1% | +11.1% |
| YTD | +17.1% | -24.6% | +41.6% | +8.7% |
| 1Y | +32.6% | -24.6% | +57.2% | +23.6% |
| 3Y | +101.8% | -79.8% | +181.6% | +29.8% |
| 5Y | +25.1% | -83.3% | +108.4% | -11.3% |
| 10Y | +84.9% | -99.5% | +184.3% | -46.2% |
| All | +84.9% | -99.5% | +184.3% | -46.2% |
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