+9.3%
CME vs SPXS
-40.2%
+49.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +6.2% | +0.8% | +5.4% | +6.1% |
| 3M | +10.4% | -4.7% | +15.1% | +11.0% |
| 6M | -9.5% | -29.6% | +20.1% | -7.1% |
| YTD | +6.0% | -29.8% | +35.8% | +8.7% |
| 1Y | +9.3% | -38.9% | +48.2% | +13.0% |
| All | +9.3% | -40.2% | +49.5% | +13.0% |
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 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