+74.3%
MUB vs SPXS
-100.0%
+174.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.3% |
| 7D | -1.3% | -7.5% | +6.2% | -1.3% |
| 30D | +2.2% | +5.3% | -3.2% | +2.3% |
| 3M | -1.6% | +9.7% | -11.3% | -1.5% |
| 6M | -1.3% | -4.6% | +3.3% | -1.3% |
| YTD | -0.7% | -25.8% | +25.1% | -0.9% |
| 1Y | -0.2% | -28.8% | +28.6% | -0.5% |
| 3Y | +9.6% | -80.2% | +89.8% | +8.1% |
| 5Y | +2.6% | -83.2% | +85.8% | +1.3% |
| 10Y | +21.5% | -99.5% | +121.0% | +18.2% |
| All | +74.3% | -100.0% | +174.3% | +72.2% |
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