+83.6%
USB vs SPXS
-99.5%
+183.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -1.5% |
| 7D | -0.5% | +1.5% | -2.0% | +0.4% |
| 30D | +5.7% | +6.3% | -0.6% | +8.7% |
| 3M | -4.7% | +4.2% | -8.9% | -2.4% |
| 6M | +13.4% | -7.9% | +21.3% | +11.8% |
| YTD | +17.0% | -27.5% | +44.5% | +7.1% |
| 1Y | +32.4% | -27.0% | +59.4% | +21.9% |
| 3Y | +101.7% | -80.5% | +182.2% | +27.8% |
| 5Y | +24.4% | -84.0% | +108.4% | -13.1% |
| 10Y | +83.6% | -99.5% | +183.1% | -47.9% |
| All | +83.6% | -99.5% | +183.1% | -47.9% |
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