+51.2%
MMM vs SPXS
-99.5%
+150.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.4% |
| 7D | -3.2% | +6.4% | -9.6% | -1.5% |
| 30D | -10.7% | +6.0% | -16.7% | -9.1% |
| 3M | +4.3% | -11.6% | +15.9% | +1.2% |
| 6M | +5.9% | -28.7% | +34.6% | -2.6% |
| YTD | +3.2% | -26.3% | +29.4% | -3.8% |
| 1Y | +8.0% | -34.9% | +42.9% | -2.2% |
| 3Y | +99.1% | -79.5% | +178.5% | +41.6% |
| 5Y | +25.7% | -85.9% | +111.7% | -9.3% |
| All | +51.2% | -99.5% | +150.7% | -45.1% |
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 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