+1,270.0%
MCHP vs SPXS
-100.0%
+1,370.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | +0.2% |
| 7D | +0.3% | +1.2% | -0.9% | +0.9% |
| 30D | -9.8% | +5.2% | -14.9% | -7.5% |
| 3M | -19.7% | -9.2% | -10.5% | -21.4% |
| 6M | +13.6% | -29.6% | +43.2% | +1.1% |
| YTD | +16.5% | -27.6% | +44.2% | +5.8% |
| 1Y | +15.7% | -36.7% | +52.4% | +0.5% |
| 3Y | 0.0% | -79.8% | +79.8% | -36.2% |
| 5Y | +4.4% | -85.9% | +90.3% | -27.4% |
| 10Y | +201.4% | -99.5% | +300.9% | -6.8% |
| All | +1,270.0% | -100.0% | +1,370.0% | +36.9% |
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