-12.8%
META vs SPXS
-35.8%
+23.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.1% | +7.2% |
| 7D | +10.3% | +1.2% | +9.0% | +10.9% |
| 30D | +9.9% | +5.2% | +4.7% | +12.7% |
| 3M | +11.9% | -9.2% | +21.1% | +8.5% |
| 6M | +1.2% | -29.6% | +30.7% | -13.8% |
| YTD | -0.8% | -27.6% | +26.8% | -13.8% |
| All | -12.8% | -35.8% | +23.0% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling