+1,042.7%
MRK vs SPXS
-100.0%
+1,142.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -0.9% |
| 7D | -0.9% | -1.5% | +0.6% | -1.2% |
| 30D | +15.5% | +3.7% | +11.8% | +16.4% |
| 3M | +25.1% | -9.6% | +34.7% | +22.8% |
| 6M | +30.1% | -32.4% | +62.5% | +20.9% |
| YTD | +43.1% | -28.7% | +71.8% | +34.8% |
| 1Y | +82.5% | -38.1% | +120.5% | +67.5% |
| 3Y | +49.3% | -80.1% | +129.4% | +13.0% |
| 5Y | +130.3% | -85.9% | +216.2% | +74.3% |
| 10Y | +234.3% | -99.5% | +333.9% | +39.0% |
| All | +1,042.7% | -100.0% | +1,142.7% | +79.8% |
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