+1,511.3%
META vs SPXS
-99.9%
+1,611.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.5% |
| 7D | -0.8% | +7.5% | -8.3% | +2.8% |
| 30D | -15.4% | +17.5% | -32.9% | -8.7% |
| 3M | +3.5% | +14.7% | -11.2% | +11.2% |
| 6M | -0.3% | -0.1% | -0.2% | +2.2% |
| YTD | -7.3% | -19.7% | +12.4% | -11.6% |
| 1Y | -1.1% | -23.6% | +22.5% | -7.2% |
| 3Y | +95.1% | -79.2% | +174.2% | +23.2% |
| 5Y | +80.6% | -81.7% | +162.3% | +36.7% |
| 10Y | +410.1% | -99.5% | +509.7% | +58.2% |
| All | +1,511.3% | -99.9% | +1,611.2% | +264.8% |
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 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