+52.0%
V vs SPXS
-79.5%
+131.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | 0.0% |
| 7D | -2.9% | +1.2% | -4.2% | -2.6% |
| 30D | +1.9% | +5.2% | -3.3% | +3.0% |
| 3M | +13.2% | -9.2% | +22.4% | +11.2% |
| 6M | +16.7% | -29.6% | +46.3% | +8.5% |
| YTD | +5.4% | -27.6% | +33.0% | -1.1% |
| 1Y | +7.7% | -36.7% | +44.4% | -1.8% |
| All | +52.0% | -79.5% | +131.5% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling