+31.8%
USB vs SPXS
-21.5%
+53.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.7% |
| 7D | 0.0% | +7.5% | -7.5% | +1.8% |
| 30D | +5.8% | +17.5% | -11.6% | +10.0% |
| 3M | -6.0% | +14.7% | -20.6% | -2.6% |
| 6M | +7.8% | -0.1% | +7.9% | +8.4% |
| YTD | +14.6% | -19.7% | +34.3% | +9.2% |
| 1Y | +31.8% | -23.6% | +55.4% | +24.5% |
| All | +31.8% | -21.5% | +53.3% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling