+3,519.8%
COR vs SPXS
-100.0%
+3,619.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.6% | +3.2% |
| 7D | +7.8% | -7.5% | +15.4% | +6.2% |
| 30D | +7.0% | +5.3% | +1.7% | +8.7% |
| 3M | +16.3% | +9.7% | +6.6% | +19.2% |
| 6M | +41.3% | -4.6% | +45.8% | +41.0% |
| YTD | +7.1% | -25.8% | +32.9% | +1.9% |
| 1Y | -0.8% | -28.8% | +28.0% | -6.4% |
| 3Y | +85.0% | -80.2% | +165.2% | +36.4% |
| 5Y | +203.9% | -83.2% | +287.1% | +135.9% |
| 10Y | +510.3% | -99.5% | +609.8% | +161.4% |
| All | +3,519.8% | -100.0% | +3,619.8% | +601.3% |
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