+1,737.0%
CME vs SPXS
-100.0%
+1,837.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | +0.2% |
| 7D | +2.7% | -9.5% | +12.2% | -0.1% |
| 30D | +13.5% | +7.4% | +6.1% | +16.1% |
| 3M | +20.9% | +6.1% | +14.8% | +23.5% |
| 6M | +11.5% | -7.3% | +18.8% | +9.7% |
| YTD | +19.5% | -26.7% | +46.2% | +10.2% |
| 1Y | +17.2% | -26.2% | +43.4% | +8.5% |
| 3Y | +65.1% | -80.3% | +145.5% | +5.6% |
| 5Y | +73.1% | -83.4% | +156.5% | +18.4% |
| 10Y | +305.3% | -99.5% | +404.8% | +5.8% |
| All | +1,737.0% | -100.0% | +1,837.0% | -22.2% |
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