+22.0%
USB vs SPXS
-81.6%
+103.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.8% |
| 7D | 0.0% | +7.5% | -7.5% | +2.7% |
| 30D | +5.8% | +17.5% | -11.6% | +11.9% |
| 3M | -6.0% | +14.7% | -20.6% | -1.1% |
| 6M | +7.8% | -0.1% | +7.9% | +9.0% |
| YTD | +14.6% | -19.7% | +34.3% | +9.2% |
| 1Y | +31.8% | -23.6% | +55.4% | +24.0% |
| 3Y | +91.5% | -79.2% | +170.7% | +30.2% |
| All | +22.0% | -81.6% | +103.6% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling