+604.5%
XYZ vs SPXS
-99.5%
+704.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | +0.1% |
| 7D | -3.7% | +1.2% | -5.0% | -2.9% |
| 30D | +0.5% | +5.2% | -4.6% | +4.3% |
| 3M | +16.3% | -9.2% | +25.4% | +11.1% |
| 6M | +21.1% | -29.6% | +50.7% | +0.9% |
| YTD | +22.0% | -27.6% | +49.6% | +5.0% |
| 1Y | +5.2% | -36.7% | +41.9% | -15.4% |
| 3Y | +49.6% | -79.8% | +129.4% | -27.1% |
| 5Y | -68.4% | -85.9% | +17.4% | -81.0% |
| 10Y | +604.5% | -99.5% | +704.1% | +45.9% |
| All | +604.5% | -99.5% | +704.0% | +45.9% |
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