+334.1%
USB vs SPXS
-100.0%
+434.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.2% | -15.3% | +3.4% |
| 7D | -1.5% | +14.3% | -15.8% | +4.6% |
| 30D | +4.3% | +19.4% | -15.1% | +12.8% |
| 3M | -6.1% | +16.2% | -22.3% | +0.8% |
| 6M | +9.4% | -3.4% | +12.8% | +9.5% |
| YTD | +15.2% | -19.1% | +34.2% | +8.6% |
| 1Y | +32.8% | -20.5% | +53.2% | +24.8% |
| 3Y | +91.3% | -79.1% | +170.4% | +15.4% |
| 5Y | +22.7% | -81.6% | +104.2% | -15.6% |
| 10Y | +97.0% | -99.5% | +196.6% | -58.8% |
| All | +334.1% | -100.0% | +434.1% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling