+191.0%
MOD vs SPXS
-80.3%
+271.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.3% | +26.5% | +28.9% |
| 7D | +40.4% | -7.5% | +47.9% | +32.5% |
| 30D | -14.0% | +5.3% | -19.3% | -9.1% |
| 3M | -33.3% | +9.7% | -43.0% | -26.2% |
| 6M | -51.4% | -4.6% | -46.9% | -49.9% |
| YTD | +1.6% | -25.8% | +27.4% | -10.3% |
| 1Y | +5.4% | -28.8% | +34.2% | -8.4% |
| 3Y | +191.0% | -80.2% | +271.2% | +42.2% |
| All | +191.0% | -80.3% | +271.3% | +42.2% |
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