+4,706.4%
MOD vs SPXS
-100.0%
+4,806.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +5.1% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | 0.0% | +0.8% | -0.8% | +0.8% |
| 3M | -35.4% | -4.7% | -30.7% | -35.3% |
| 6M | -7.3% | -29.6% | +22.4% | -19.8% |
| YTD | +45.8% | -29.8% | +75.6% | +27.0% |
| 1Y | +43.1% | -38.9% | +82.1% | +18.3% |
| 3Y | +297.7% | -79.6% | +377.3% | +127.2% |
| 5Y | +1,478.8% | -85.9% | +1,564.7% | +841.2% |
| 10Y | +1,633.4% | -99.5% | +1,732.9% | +125.1% |
| All | +4,706.4% | -100.0% | +4,806.4% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling