+374.8%
META vs SPXS
-99.5%
+474.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.6% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | +0.8% | +3.9% | +5.3% |
| 3M | -1.6% | -4.7% | +3.1% | -2.4% |
| 6M | -7.5% | -29.6% | +22.2% | -18.5% |
| YTD | -6.4% | -29.8% | +23.4% | -17.1% |
| 1Y | -17.3% | -38.9% | +21.6% | -30.3% |
| 3Y | +109.9% | -79.6% | +189.5% | +27.8% |
| 5Y | +65.4% | -85.9% | +151.3% | +9.7% |
| All | +374.8% | -99.5% | +474.3% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling