+74.9%
MUB vs SPXS
-100.0%
+174.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.8% |
| 7D | -0.8% | -9.5% | +8.6% | -0.9% |
| 30D | +2.4% | +7.4% | -5.0% | +2.5% |
| 3M | -1.1% | +6.1% | -7.2% | -1.0% |
| 6M | -1.0% | -7.3% | +6.3% | -1.0% |
| YTD | -0.3% | -26.7% | +26.4% | -0.6% |
| 1Y | 0.0% | -26.2% | +26.2% | -0.2% |
| 3Y | +10.2% | -80.3% | +90.5% | +8.6% |
| 5Y | +2.9% | -83.4% | +86.3% | +1.6% |
| 10Y | +21.9% | -99.5% | +121.4% | +18.6% |
| All | +74.9% | -100.0% | +174.9% | +72.8% |
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