-14.0%
META vs SPXS
-34.6%
+20.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -0.6% |
| 7D | +5.5% | +6.4% | -0.9% | +8.6% |
| 30D | +7.6% | +6.0% | +1.6% | +10.7% |
| 3M | +13.0% | -11.6% | +24.6% | +7.9% |
| 6M | -1.3% | -28.7% | +27.4% | -15.4% |
| YTD | -2.2% | -26.3% | +24.1% | -14.2% |
| 1Y | -14.0% | -34.9% | +20.9% | -25.5% |
| All | -14.0% | -34.6% | +20.6% | -25.5% |
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 2025-09-10 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling