-64.8%
Z vs SPXS
-86.0%
+21.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -1.5% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | -4.2% | +0.8% | -5.0% | -3.5% |
| 3M | -3.7% | -4.7% | +1.0% | -4.8% |
| 6M | -24.5% | -29.6% | +5.1% | -35.0% |
| YTD | -49.3% | -29.8% | -19.5% | -56.0% |
| 1Y | -58.7% | -38.9% | -19.7% | -66.3% |
| 3Y | -34.1% | -79.6% | +45.5% | -64.0% |
| All | -64.8% | -86.0% | +21.1% | -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 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