+50.9%
CME vs SPXS
-79.5%
+130.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.3% |
| 7D | -1.1% | +1.2% | -2.4% | -1.2% |
| 30D | +4.2% | +5.2% | -1.0% | +4.0% |
| 3M | +7.3% | -9.2% | +16.5% | +7.6% |
| 6M | -11.4% | -29.6% | +18.2% | -10.7% |
| YTD | +3.5% | -27.6% | +31.2% | +4.3% |
| 1Y | +8.6% | -36.7% | +45.3% | +9.5% |
| All | +50.9% | -79.5% | +130.4% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling