+584.5%
RIO vs SPXS
-99.6%
+684.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -0.2% |
| 7D | -3.2% | +2.5% | -5.7% | -2.4% |
| 30D | +0.9% | +4.2% | -3.3% | +2.3% |
| 3M | -1.4% | -9.3% | +7.9% | -3.7% |
| 6M | +10.9% | -30.7% | +41.6% | +1.4% |
| YTD | +31.2% | -28.1% | +59.3% | +21.9% |
| 1Y | +67.9% | -35.1% | +103.0% | +52.4% |
| 3Y | +88.8% | -79.6% | +168.4% | +30.3% |
| 5Y | +93.1% | -86.3% | +179.4% | +33.6% |
| All | +584.5% | -99.6% | +684.1% | +75.4% |
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