+1,520.5%
MOD vs SPXS
-99.5%
+1,620.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -0.3% |
| 7D | +6.3% | -1.5% | +7.9% | +5.5% |
| 30D | -1.7% | +3.7% | -5.3% | +0.4% |
| 3M | -30.1% | -9.6% | -20.5% | -32.1% |
| 6M | +2.7% | -32.4% | +35.1% | -11.0% |
| YTD | +44.1% | -28.7% | +72.7% | +29.5% |
| 1Y | +38.7% | -38.1% | +76.8% | +19.3% |
| 3Y | +309.8% | -80.1% | +389.9% | +161.7% |
| 5Y | +1,569.7% | -85.9% | +1,655.6% | +1,030.5% |
| 10Y | +1,520.5% | -99.5% | +1,620.0% | +270.3% |
| All | +1,520.5% | -99.5% | +1,620.0% | +270.3% |
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