-53.7%
Z vs SPXS
-83.8%
+30.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | -0.3% |
| 7D | -13.1% | +1.5% | -14.5% | -11.4% |
| 30D | +5.9% | +6.3% | -0.5% | +10.7% |
| 3M | -13.7% | +4.2% | -17.9% | -10.0% |
| 6M | -27.1% | -7.9% | -19.2% | -27.9% |
| YTD | -56.8% | -27.5% | -29.3% | -61.3% |
| 1Y | -60.2% | -27.0% | -33.2% | -64.0% |
| 3Y | -19.7% | -80.5% | +60.8% | -57.5% |
| 5Y | -53.7% | -84.0% | +30.3% | -72.0% |
| All | -53.7% | -83.8% | +30.1% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling