+38.7%
MOD vs SPXS
-38.2%
+77.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | +0.4% |
| 7D | +6.3% | -1.5% | +7.9% | +4.8% |
| 30D | -1.7% | +3.7% | -5.3% | +2.1% |
| 3M | -30.1% | -9.6% | -20.5% | -34.4% |
| 6M | +2.7% | -32.4% | +35.1% | -21.9% |
| YTD | +44.1% | -28.7% | +72.7% | +15.6% |
| 1Y | +38.7% | -38.1% | +76.8% | +0.6% |
| All | +38.7% | -38.2% | +77.0% | +0.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling