-33.5%
MOD vs SPXS
-26.8%
-6.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -7.0% | +16.9% | +3.4% |
| 7D | -13.9% | -1.5% | -12.4% | -15.3% |
| 30D | -41.5% | +9.6% | -51.2% | -34.8% |
| 3M | -45.7% | +8.5% | -54.2% | -39.3% |
| 6M | -61.1% | -5.8% | -55.4% | -60.4% |
| YTD | -20.5% | -25.4% | +4.9% | -32.7% |
| All | -33.5% | -26.8% | -6.7% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling