+210.1%
W vs SPXS
-99.5%
+309.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +1.3% |
| 7D | +0.2% | -7.5% | +7.7% | -4.9% |
| 30D | +6.8% | +5.3% | +1.5% | +13.2% |
| 3M | +10.7% | +9.7% | +1.0% | +21.6% |
| 6M | +86.3% | -4.6% | +90.9% | +92.8% |
| YTD | +11.5% | -25.8% | +37.2% | +0.8% |
| 1Y | +5.1% | -28.8% | +33.9% | -7.2% |
| 3Y | +171.0% | -80.2% | +251.2% | +35.8% |
| 5Y | -56.6% | -83.2% | +26.6% | -69.1% |
| All | +210.1% | -99.5% | +309.6% | -30.8% |
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