+595.4%
MTUM vs SPXS
-99.9%
+695.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.3% |
| 7D | +1.2% | +6.4% | -5.1% | +3.5% |
| 30D | -1.7% | +6.0% | -7.7% | +0.5% |
| 3M | -0.5% | -11.6% | +11.2% | -3.6% |
| 6M | +22.3% | -28.7% | +51.1% | +11.7% |
| YTD | +21.4% | -26.3% | +47.6% | +12.9% |
| 1Y | +20.0% | -34.9% | +54.9% | +7.9% |
| 3Y | +113.0% | -79.5% | +192.4% | +45.2% |
| 5Y | +77.3% | -85.9% | +163.2% | +24.0% |
| 10Y | +350.5% | -99.5% | +450.0% | +42.8% |
| All | +595.4% | -99.9% | +695.3% | +47.2% |
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