+86.4%
W vs SPXS
-8.9%
+95.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | -2.0% |
| 7D | -7.4% | +1.5% | -8.9% | -4.4% |
| 30D | +7.8% | +6.3% | +1.5% | +17.9% |
| 3M | +10.9% | +4.2% | +6.6% | +20.2% |
| 6M | +86.4% | -7.9% | +94.3% | +87.0% |
| All | +86.4% | -8.9% | +95.3% | +87.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling