+321.2%
MOD vs SPXS
-79.7%
+400.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +5.3% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | 0.0% | +0.8% | -0.8% | +1.0% |
| 3M | -35.4% | -4.7% | -30.7% | -35.5% |
| 6M | -7.3% | -29.6% | +22.4% | -24.2% |
| YTD | +45.8% | -29.8% | +75.6% | +20.0% |
| 1Y | +43.1% | -38.9% | +82.1% | +9.8% |
| All | +321.2% | -79.7% | +400.9% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling