-22.1%
RMD vs SPXS
-85.7%
+63.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.1% |
| 7D | -4.7% | +1.2% | -6.0% | -4.4% |
| 30D | +0.2% | +5.2% | -4.9% | +1.7% |
| 3M | +12.0% | -9.2% | +21.2% | +9.7% |
| 6M | -12.5% | -29.6% | +17.1% | -19.5% |
| YTD | -7.9% | -27.6% | +19.7% | -14.3% |
| 1Y | -20.4% | -36.7% | +16.3% | -28.2% |
| 3Y | +53.1% | -79.8% | +133.0% | +7.8% |
| 5Y | -22.1% | -85.9% | +63.7% | -43.0% |
| All | -22.1% | -85.7% | +63.6% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling