+74.1%
MUB vs SPXS
-100.0%
+174.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.4% | +0.8% | -2.2% | -1.4% |
| 3M | -2.2% | -4.7% | +2.6% | -2.2% |
| 6M | -1.9% | -29.6% | +27.7% | -2.2% |
| YTD | -0.8% | -29.8% | +29.0% | -1.1% |
| 1Y | +2.7% | -38.9% | +41.7% | +2.3% |
| 3Y | +8.6% | -79.6% | +88.2% | +7.1% |
| 5Y | +2.0% | -85.9% | +88.0% | +0.6% |
| 10Y | +17.9% | -99.5% | +117.5% | +14.7% |
| All | +74.1% | -100.0% | +174.1% | +71.9% |
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