+953.7%
RIO vs SPXS
-100.0%
+1,053.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +1.2% |
| 7D | +1.9% | -1.5% | +3.5% | +1.3% |
| 30D | +5.0% | +3.7% | +1.3% | +6.7% |
| 3M | +5.1% | -9.6% | +14.7% | +1.6% |
| 6M | +17.6% | -32.4% | +50.0% | +2.2% |
| YTD | +36.3% | -28.7% | +65.0% | +22.0% |
| 1Y | +71.2% | -38.1% | +109.3% | +45.5% |
| 3Y | +102.7% | -80.1% | +182.8% | +15.9% |
| 5Y | +99.6% | -85.9% | +185.5% | +15.0% |
| 10Y | +603.1% | -99.5% | +702.6% | +13.5% |
| All | +953.7% | -100.0% | +1,053.7% | -79.3% |
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