-15.6%
Z vs SPXS
-99.5%
+83.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +4.1% |
| 7D | +0.8% | -7.5% | +8.4% | -2.4% |
| 30D | +5.2% | +5.3% | -0.1% | +9.1% |
| 3M | -17.0% | +9.7% | -26.7% | -11.9% |
| 6M | -22.7% | -4.6% | -18.1% | -22.1% |
| YTD | -56.3% | -25.8% | -30.5% | -60.0% |
| 1Y | -57.7% | -28.8% | -28.9% | -61.7% |
| 3Y | -16.5% | -80.2% | +63.6% | -51.0% |
| 5Y | -53.4% | -83.2% | +29.8% | -67.7% |
| All | -15.6% | -99.5% | +83.9% | -81.1% |
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 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