+810.7%
MOD vs SPXS
-99.5%
+910.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | 0.0% |
| 7D | +16.1% | -9.5% | +25.6% | +10.9% |
| 30D | -38.5% | +7.4% | -45.9% | -35.3% |
| 3M | -46.8% | +6.1% | -52.9% | -44.0% |
| 6M | -61.6% | -7.3% | -54.3% | -61.1% |
| YTD | -20.5% | -26.7% | +6.2% | -26.1% |
| 1Y | -28.0% | -26.2% | -1.8% | -31.8% |
| 3Y | +134.9% | -80.3% | +215.3% | +50.7% |
| 5Y | +833.2% | -83.4% | +916.6% | +589.4% |
| All | +810.7% | -99.5% | +910.2% | +109.6% |
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 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