-14.5%
Z vs SPXS
-99.5%
+85.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.0% | +10.8% | +0.6% |
| 7D | -5.2% | -1.5% | -3.7% | -4.6% |
| 30D | +5.7% | +9.6% | -3.9% | +11.6% |
| 3M | -8.7% | +8.5% | -17.2% | -3.6% |
| 6M | -26.0% | -5.8% | -20.2% | -25.9% |
| YTD | -55.0% | -25.4% | -29.7% | -58.7% |
| 1Y | -58.0% | -28.8% | -29.2% | -62.0% |
| 3Y | -15.2% | -80.9% | +65.7% | -51.0% |
| 5Y | -53.8% | -83.1% | +29.3% | -67.9% |
| 10Y | -14.5% | -99.5% | +85.0% | -80.3% |
| All | -14.5% | -99.5% | +85.0% | -80.3% |
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