+886.3%
MOD vs SPXS
-99.5%
+985.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -2.3% |
| 7D | -17.8% | +0.4% | -18.3% | -17.3% |
| 30D | -43.2% | +10.8% | -54.1% | -39.4% |
| 3M | -46.0% | +9.6% | -55.7% | -42.2% |
| 6M | -62.2% | -4.7% | -57.5% | -61.2% |
| YTD | -22.8% | -24.6% | +1.8% | -27.2% |
| 1Y | -35.5% | -24.6% | -10.9% | -38.2% |
| 3Y | +128.2% | -79.8% | +208.0% | +48.5% |
| 5Y | +791.6% | -83.3% | +874.9% | +561.5% |
| 10Y | +886.3% | -99.5% | +985.8% | +147.0% |
| All | +886.3% | -99.5% | +985.8% | +147.0% |
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