+19.6%
CME vs SPXS
-30.2%
+49.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | +2.0% |
| 7D | +4.8% | +2.2% | +2.7% | +4.5% |
| 30D | +14.2% | +3.8% | +10.4% | +13.6% |
| 3M | +17.9% | +3.3% | +14.6% | +17.3% |
| 6M | +7.2% | -16.7% | +23.9% | +8.8% |
| YTD | +16.7% | -28.5% | +45.3% | +19.3% |
| 1Y | +19.6% | -30.4% | +50.0% | +22.5% |
| All | +19.6% | -30.2% | +49.7% | +22.5% |
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