+81.8%
MDLZ vs SPXS
-99.5%
+181.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.4% |
| 7D | +1.7% | +6.4% | -4.7% | +2.8% |
| 30D | +1.1% | +6.0% | -4.9% | +2.3% |
| 3M | -1.8% | -11.6% | +9.8% | -4.0% |
| 6M | +12.3% | -28.7% | +41.0% | +5.7% |
| YTD | +18.0% | -26.3% | +44.3% | +12.0% |
| 1Y | +3.8% | -34.9% | +38.7% | -3.6% |
| 3Y | -2.4% | -79.5% | +77.0% | -26.2% |
| 5Y | +18.4% | -85.9% | +104.3% | -10.2% |
| All | +81.8% | -99.5% | +181.3% | -32.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling