-68.6%
XYZ vs SPXS
-85.9%
+17.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.9% | -2.0% |
| 7D | +2.9% | -1.5% | +4.4% | +1.8% |
| 30D | +1.4% | +3.7% | -2.3% | +4.7% |
| 3M | +14.6% | -9.6% | +24.1% | +8.1% |
| 6M | +20.8% | -32.4% | +53.2% | -6.1% |
| YTD | +23.1% | -28.7% | +51.7% | +1.4% |
| 1Y | +5.6% | -38.1% | +43.7% | -20.3% |
| 3Y | +50.9% | -80.1% | +131.0% | -40.8% |
| 5Y | -68.6% | -85.9% | +17.4% | -84.1% |
| All | -68.6% | -85.9% | +17.4% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling