+906.4%
MOD vs SPXS
-99.5%
+1,005.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.3% |
| 7D | -25.5% | +7.5% | -33.0% | -22.7% |
| 30D | -49.0% | +17.5% | -66.5% | -44.1% |
| 3M | -49.8% | +14.7% | -64.5% | -45.2% |
| 6M | -64.8% | -0.1% | -64.6% | -63.0% |
| YTD | -27.6% | -19.7% | -7.9% | -29.9% |
| 1Y | -35.2% | -23.6% | -11.6% | -37.7% |
| 3Y | +137.1% | -79.2% | +216.3% | +56.5% |
| 5Y | +760.3% | -81.7% | +842.0% | +564.4% |
| All | +906.4% | -99.5% | +1,005.8% | +154.4% |
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