-45.5%
MUZ vs SPXS
-3.8%
-41.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -7.0% | -5.8% | +3.1% |
| 7D | +14.0% | -1.5% | +15.5% | +19.0% |
| 30D | +57.6% | +9.6% | +48.0% | +29.8% |
| 3M | -3.1% | +8.5% | -11.5% | -21.6% |
| All | -45.5% | -3.8% | -41.7% | -20.3% |
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 · Available span rolling