-36.7%
AUR vs SPXS
-88.4%
+51.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -1.1% |
| 7D | +0.2% | +6.4% | -6.2% | +5.2% |
| 30D | -8.9% | +6.0% | -14.9% | -4.0% |
| 3M | +4.6% | -11.6% | +16.3% | -2.1% |
| 6M | +44.9% | -28.7% | +73.6% | +20.2% |
| YTD | +64.8% | -26.3% | +91.1% | +43.0% |
| 1Y | +16.4% | -34.9% | +51.3% | -5.7% |
| 3Y | +85.1% | -79.5% | +164.5% | -9.6% |
| 5Y | -36.1% | -85.9% | +49.8% | -61.3% |
| All | -36.7% | -88.4% | +51.7% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling