+442.3%
RF vs SPXS
-100.0%
+542.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -2.3% |
| 7D | -1.3% | +1.5% | -2.8% | -0.1% |
| 30D | +4.6% | +6.3% | -1.7% | +8.8% |
| 3M | -8.4% | +4.2% | -12.7% | -5.4% |
| 6M | +8.9% | -7.9% | +16.8% | +6.1% |
| YTD | +8.8% | -27.5% | +36.3% | -5.1% |
| 1Y | +18.9% | -27.0% | +45.9% | +4.6% |
| 3Y | +116.0% | -80.5% | +196.5% | +6.9% |
| 5Y | +46.0% | -84.0% | +130.0% | -18.0% |
| 10Y | +231.7% | -99.5% | +331.2% | -58.5% |
| All | +442.3% | -100.0% | +542.3% | -94.8% |
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