+26.1%
MMM vs SPXS
-85.7%
+111.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.5% |
| 7D | -2.6% | +1.2% | -3.8% | -2.2% |
| 30D | -9.3% | +5.2% | -14.5% | -7.9% |
| 3M | +5.6% | -9.2% | +14.7% | +3.4% |
| 6M | +9.5% | -29.6% | +39.1% | +0.5% |
| YTD | +4.1% | -27.6% | +31.8% | -3.2% |
| 1Y | +9.4% | -36.7% | +46.1% | -1.6% |
| 3Y | +101.0% | -79.8% | +180.8% | +44.3% |
| 5Y | +26.1% | -85.9% | +112.0% | -9.7% |
| All | +26.1% | -85.7% | +111.8% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling