+89.8%
RF vs SPXS
-85.9%
+175.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -0.6% |
| 7D | +2.7% | -1.5% | +4.2% | +2.2% |
| 30D | -3.4% | +3.7% | -7.0% | -2.0% |
| 3M | +6.4% | -9.6% | +15.9% | +3.2% |
| 6M | +13.4% | -32.4% | +45.8% | 0.0% |
| YTD | +14.2% | -28.7% | +42.9% | +3.3% |
| 1Y | +15.7% | -38.1% | +53.8% | +0.2% |
| 3Y | +91.3% | -80.1% | +171.5% | +23.0% |
| 5Y | +89.8% | -85.9% | +175.7% | +28.5% |
| All | +89.8% | -85.9% | +175.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling