+1,300.2%
RMBS vs SPXS
-100.0%
+1,400.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +1.6% |
| 7D | +3.5% | +1.2% | +2.2% | +4.1% |
| 30D | -8.6% | +5.2% | -13.8% | -6.2% |
| 3M | -40.3% | -9.2% | -31.1% | -41.6% |
| 6M | -1.0% | -29.6% | +28.6% | -11.1% |
| YTD | -4.6% | -27.6% | +23.0% | -12.0% |
| 1Y | +17.6% | -36.7% | +54.3% | +4.8% |
| 3Y | +58.6% | -79.8% | +138.5% | +5.8% |
| 5Y | +270.9% | -85.9% | +356.8% | +161.7% |
| 10Y | +569.1% | -99.5% | +668.6% | +68.5% |
| All | +1,300.2% | -100.0% | +1,400.2% | -32.7% |
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