+79.1%
MTUM vs SPXS
-86.0%
+165.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +0.4% |
| 7D | +0.7% | +2.5% | -1.8% | +1.7% |
| 30D | -2.4% | +4.2% | -6.6% | -0.8% |
| 3M | -3.6% | -9.3% | +5.7% | -6.0% |
| 6M | +23.7% | -30.7% | +54.4% | +11.5% |
| YTD | +22.9% | -28.1% | +51.0% | +13.1% |
| 1Y | +21.8% | -35.1% | +56.8% | +9.2% |
| 3Y | +114.4% | -79.6% | +194.0% | +46.7% |
| All | +79.1% | -86.0% | +165.1% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling