+203.4%
W vs SPXS
-99.8%
+303.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | -0.9% |
| 7D | -7.4% | +1.5% | -8.9% | -5.3% |
| 30D | +7.8% | +6.3% | +1.5% | +14.7% |
| 3M | +10.9% | +4.2% | +6.6% | +17.1% |
| 6M | +86.4% | -7.9% | +94.3% | +88.2% |
| YTD | +14.0% | -27.5% | +41.5% | +2.3% |
| 1Y | +3.5% | -27.0% | +30.6% | -6.1% |
| 3Y | +164.8% | -80.5% | +245.3% | +38.3% |
| 5Y | -53.1% | -84.0% | +30.9% | -66.2% |
| 10Y | +220.4% | -99.5% | +320.0% | -23.6% |
| All | +203.4% | -99.8% | +303.1% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling