-18.0%
RMD vs SPXS
-34.6%
+16.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | +0.1% |
| 7D | -4.2% | +6.4% | -10.6% | -3.3% |
| 30D | -2.1% | +6.0% | -8.0% | -1.1% |
| 3M | +13.8% | -11.6% | +25.4% | +12.1% |
| 6M | -10.6% | -28.7% | +18.1% | -15.7% |
| YTD | -8.1% | -26.3% | +18.2% | -12.5% |
| 1Y | -18.0% | -34.9% | +17.0% | -24.1% |
| All | -18.0% | -34.6% | +16.6% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling