-20.4%
Z vs SPXS
-79.2%
+58.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.8% |
| 7D | -4.6% | +7.5% | -12.0% | -0.2% |
| 30D | +8.3% | +17.5% | -9.2% | +17.9% |
| 3M | -11.6% | +14.7% | -26.3% | -4.3% |
| 6M | -33.6% | -0.1% | -33.5% | -31.9% |
| YTD | -56.7% | -19.7% | -36.9% | -59.0% |
| 1Y | -59.1% | -23.6% | -35.5% | -62.0% |
| 3Y | -20.4% | -79.2% | +58.8% | -66.5% |
| All | -20.4% | -79.2% | +58.8% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling