+23.7%
MTUM vs SPXS
-30.3%
+54.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | -0.1% |
| 7D | +0.7% | +2.5% | -1.8% | +2.2% |
| 30D | -2.4% | +4.2% | -6.6% | 0.0% |
| 3M | -3.6% | -9.3% | +5.7% | -7.7% |
| 6M | +23.7% | -30.7% | +54.4% | +7.1% |
| All | +23.7% | -30.3% | +54.0% | +7.1% |
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