-9.0%
AUR vs SPXS
-30.2%
+21.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.4% | -9.1% |
| 7D | -19.8% | +2.2% | -22.0% | -18.0% |
| 30D | -29.0% | +3.8% | -32.8% | -25.6% |
| 3M | -43.6% | +3.3% | -46.9% | -40.2% |
| 6M | -36.6% | -16.7% | -20.0% | -41.9% |
| YTD | +6.3% | -28.5% | +34.8% | -9.8% |
| 1Y | -9.0% | -30.4% | +21.4% | -23.4% |
| All | -9.0% | -30.2% | +21.1% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling