-32.6%
MOD vs SPXS
-30.2%
-2.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -4.9% | -16.5% | -26.1% |
| 7D | -31.3% | +2.2% | -33.5% | -30.1% |
| 30D | -46.1% | +3.8% | -49.9% | -43.7% |
| 3M | -51.1% | +3.3% | -54.5% | -48.5% |
| 6M | -62.1% | -16.7% | -45.4% | -65.9% |
| YTD | -26.2% | -28.5% | +2.4% | -40.4% |
| 1Y | -32.6% | -30.4% | -2.1% | -45.1% |
| All | -32.6% | -30.2% | -2.4% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling