+558.9%
RMBS vs SPXS
-99.6%
+658.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +0.7% |
| 7D | +1.8% | +2.5% | -0.7% | +3.1% |
| 30D | -13.9% | +4.2% | -18.1% | -11.9% |
| 3M | -39.8% | -9.3% | -30.5% | -41.4% |
| 6M | -6.0% | -30.7% | +24.7% | -16.7% |
| YTD | -5.4% | -28.1% | +22.7% | -13.2% |
| 1Y | -1.8% | -35.1% | +33.2% | -11.9% |
| 3Y | +53.7% | -79.6% | +133.2% | +2.9% |
| 5Y | +268.5% | -86.3% | +354.8% | +157.1% |
| All | +558.9% | -99.6% | +658.4% | +77.6% |
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 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