+74.7%
MRK vs SPXS
-36.2%
+110.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.7% |
| 7D | -4.3% | +2.5% | -6.8% | -4.1% |
| 30D | +8.3% | +4.2% | +4.1% | +8.6% |
| 3M | +20.0% | -9.3% | +29.4% | +19.4% |
| 6M | +25.7% | -30.7% | +56.4% | +21.0% |
| YTD | +38.7% | -28.1% | +66.8% | +33.8% |
| 1Y | +74.7% | -35.1% | +109.7% | +61.3% |
| All | +74.7% | -36.2% | +110.9% | +61.3% |
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