-64.8%
MOD vs SPXS
-2.5%
-62.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.0% |
| 7D | -25.5% | +7.5% | -33.0% | -21.2% |
| 30D | -49.0% | +17.5% | -66.5% | -39.4% |
| 3M | -49.8% | +14.7% | -64.5% | -41.1% |
| 6M | -64.8% | -0.1% | -64.6% | -64.4% |
| All | -64.8% | -2.5% | -62.3% | -64.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling