-62.2%
XYZ vs SPXS
-83.8%
+21.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | -2.8% |
| 7D | -2.2% | +1.5% | -3.6% | -0.3% |
| 30D | +11.6% | +6.3% | +5.3% | +18.7% |
| 3M | +8.4% | +4.2% | +4.2% | +14.7% |
| 6M | +17.2% | -7.9% | +25.1% | +15.0% |
| YTD | +31.7% | -27.5% | +59.2% | +12.0% |
| 1Y | +30.1% | -27.0% | +57.1% | +12.0% |
| 3Y | +66.4% | -80.5% | +147.0% | -36.8% |
| 5Y | -62.2% | -84.0% | +21.8% | -79.1% |
| All | -62.2% | -83.8% | +21.7% | -79.1% |
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