+78.1%
MMM vs SPXS
-99.5%
+177.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.1% |
| 7D | -0.8% | -9.5% | +8.7% | -3.5% |
| 30D | +14.4% | +7.4% | +7.0% | +17.6% |
| 3M | +1.8% | +6.1% | -4.3% | +4.4% |
| 6M | +31.3% | -7.3% | +38.6% | +30.3% |
| YTD | +18.0% | -26.7% | +44.7% | +10.7% |
| 1Y | +10.9% | -26.2% | +37.1% | +4.5% |
| 3Y | +160.6% | -80.3% | +241.0% | +83.3% |
| 5Y | +44.5% | -83.4% | +127.9% | +9.7% |
| All | +78.1% | -99.5% | +177.6% | -34.3% |
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 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