+271.5%
RMD vs SPXS
-99.6%
+371.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -1.3% |
| 7D | -4.4% | +2.5% | -6.9% | -3.7% |
| 30D | -3.1% | +4.2% | -7.3% | -1.8% |
| 3M | +13.8% | -9.3% | +23.1% | +11.0% |
| 6M | -8.6% | -30.7% | +22.1% | -17.1% |
| YTD | -8.6% | -28.1% | +19.4% | -15.9% |
| 1Y | -19.7% | -35.1% | +15.4% | -27.9% |
| 3Y | +48.4% | -79.6% | +128.0% | +1.4% |
| 5Y | -22.7% | -86.3% | +63.5% | -46.4% |
| All | +271.5% | -99.6% | +371.0% | +14.1% |
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