+1,751.4%
CME vs SPXS
-100.0%
+1,851.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.2% |
| 7D | +3.9% | -7.5% | +11.5% | +1.7% |
| 30D | +11.3% | +5.3% | +6.0% | +13.3% |
| 3M | +19.6% | +9.7% | +9.9% | +23.3% |
| 6M | +8.1% | -4.6% | +12.6% | +7.2% |
| YTD | +20.4% | -25.8% | +46.2% | +11.5% |
| 1Y | +16.5% | -28.8% | +45.3% | +6.7% |
| 3Y | +66.4% | -80.2% | +146.6% | +6.7% |
| 5Y | +74.5% | -83.2% | +157.7% | +19.8% |
| 10Y | +308.5% | -99.5% | +408.0% | +7.0% |
| All | +1,751.4% | -100.0% | +1,851.4% | -21.3% |
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