+1,593.8%
META vs SPXS
-99.9%
+1,693.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.5% |
| 7D | +3.3% | +0.4% | +2.9% | +4.2% |
| 30D | -10.8% | +10.8% | -21.6% | -5.8% |
| 3M | +7.9% | +9.6% | -1.7% | +13.9% |
| 6M | +5.4% | -4.7% | +10.1% | +6.1% |
| YTD | -2.6% | -24.6% | +22.0% | -9.3% |
| 1Y | +1.9% | -24.6% | +26.4% | -4.8% |
| 3Y | +97.0% | -79.8% | +176.7% | +23.1% |
| 5Y | +97.6% | -83.3% | +181.0% | +44.5% |
| 10Y | +436.0% | -99.5% | +535.5% | +69.1% |
| All | +1,593.8% | -99.9% | +1,693.7% | +274.3% |
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