+476.0%
RF vs SPXS
-100.0%
+576.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.6% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | -3.6% | +0.8% | -4.4% | -3.1% |
| 3M | +8.1% | -4.7% | +12.8% | +6.1% |
| 6M | +11.5% | -29.6% | +41.1% | -5.7% |
| YTD | +15.6% | -29.8% | +45.4% | -1.8% |
| 1Y | +15.7% | -38.9% | +54.6% | -7.8% |
| 3Y | +86.9% | -79.6% | +166.5% | -4.7% |
| 5Y | +89.8% | -85.9% | +175.7% | -1.0% |
| 10Y | +344.7% | -99.5% | +444.2% | -45.3% |
| All | +476.0% | -100.0% | +576.0% | -94.6% |
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