+533.2%
XYZ vs SPXS
-99.6%
+632.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | +0.1% |
| 7D | -1.0% | -0.1% | -0.9% | -0.8% |
| 30D | -1.7% | +0.8% | -2.5% | -0.8% |
| 3M | +16.7% | -4.7% | +21.5% | +15.4% |
| 6M | +26.9% | -29.6% | +56.5% | +6.1% |
| YTD | +27.1% | -29.8% | +57.0% | +7.7% |
| 1Y | +9.3% | -38.9% | +48.2% | -13.6% |
| 3Y | +42.3% | -79.6% | +121.9% | -28.7% |
| 5Y | -69.3% | -85.9% | +16.6% | -81.3% |
| 10Y | +586.8% | -99.5% | +686.3% | +47.8% |
| All | +533.2% | -99.6% | +632.9% | +20.6% |
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