+83.9%
ROKU vs SPXS
-79.6%
+163.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -1.0% |
| 7D | -0.4% | +2.5% | -2.9% | +1.2% |
| 30D | +2.1% | +4.2% | -2.1% | +5.0% |
| 3M | +29.5% | -9.3% | +38.8% | +22.3% |
| 6M | +53.8% | -30.7% | +84.5% | +24.7% |
| YTD | +42.8% | -28.1% | +70.9% | +20.2% |
| 1Y | +60.7% | -35.1% | +95.8% | +28.2% |
| 3Y | +83.9% | -79.6% | +163.5% | -31.0% |
| All | +83.9% | -79.6% | +163.5% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling