+152.3%
W vs SPXS
-99.5%
+251.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.5% | -1.3% |
| 7D | +0.5% | +6.4% | -5.9% | +5.1% |
| 30D | -5.6% | +6.0% | -11.6% | -1.2% |
| 3M | +41.9% | -11.6% | +53.5% | +34.0% |
| 6M | +30.2% | -28.7% | +58.9% | +9.5% |
| YTD | -2.9% | -26.3% | +23.3% | -14.8% |
| 1Y | +11.6% | -34.9% | +46.5% | -8.5% |
| 3Y | +37.0% | -79.5% | +116.4% | -29.8% |
| 5Y | -62.8% | -85.9% | +23.1% | -76.4% |
| All | +152.3% | -99.5% | +251.9% | -53.5% |
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