+209.8%
RF vs SPXS
-99.5%
+309.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | 0.0% |
| 7D | +0.4% | -9.5% | +9.8% | -3.5% |
| 30D | +5.6% | +7.4% | -1.8% | +9.4% |
| 3M | -8.9% | +6.1% | -15.0% | -5.7% |
| 6M | +7.1% | -7.3% | +14.4% | +5.4% |
| YTD | +8.3% | -26.7% | +35.1% | -1.9% |
| 1Y | +16.8% | -26.2% | +43.0% | +6.6% |
| 3Y | +115.0% | -80.3% | +195.3% | +26.3% |
| 5Y | +46.4% | -83.4% | +129.8% | -2.0% |
| All | +209.8% | -99.5% | +309.3% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling