+476.5%
V vs SPXS
-99.5%
+576.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -1.6% |
| 7D | -0.4% | -9.5% | +9.1% | -3.5% |
| 30D | +6.3% | +7.4% | -1.1% | +9.4% |
| 3M | +17.2% | +6.1% | +11.0% | +20.4% |
| 6M | +29.2% | -7.3% | +36.5% | +27.4% |
| YTD | +20.8% | -26.7% | +47.5% | +11.1% |
| 1Y | +25.0% | -26.2% | +51.2% | +15.7% |
| 3Y | +75.3% | -80.3% | +155.6% | +11.4% |
| 5Y | +105.8% | -83.4% | +189.3% | +45.2% |
| All | +476.5% | -99.5% | +576.0% | +48.5% |
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 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