-16.0%
Z vs SPXS
-99.5%
+83.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.0% |
| 7D | -6.5% | +0.4% | -6.9% | -5.0% |
| 30D | -0.1% | +10.8% | -10.9% | +6.0% |
| 3M | -14.1% | +9.6% | -23.8% | -8.8% |
| 6M | -30.1% | -4.7% | -25.3% | -29.6% |
| YTD | -57.5% | -24.6% | -33.0% | -60.8% |
| 1Y | -60.3% | -24.6% | -35.8% | -63.2% |
| 3Y | -21.0% | -79.8% | +58.7% | -53.2% |
| 5Y | -54.9% | -83.3% | +28.4% | -68.8% |
| 10Y | -16.0% | -99.5% | +83.5% | -80.4% |
| All | -16.0% | -99.5% | +83.5% | -80.4% |
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