+40.5%
W vs SPXS
-80.2%
+120.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +2.0% |
| 7D | +6.5% | -1.5% | +8.0% | +5.1% |
| 30D | -6.2% | +3.7% | -9.9% | -2.9% |
| 3M | +48.9% | -9.6% | +58.5% | +41.3% |
| 6M | +31.2% | -32.4% | +63.6% | +0.8% |
| YTD | -0.4% | -28.7% | +28.2% | -18.0% |
| 1Y | +14.8% | -38.1% | +52.9% | -14.6% |
| 3Y | +40.5% | -80.1% | +120.6% | -49.3% |
| All | +40.5% | -80.2% | +120.7% | -49.3% |
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