+184.4%
ROP vs SPXS
-99.5%
+283.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.8% |
| 7D | +0.7% | -7.5% | +8.2% | -1.4% |
| 30D | +28.8% | +5.3% | +23.5% | +31.0% |
| 3M | +21.1% | +9.7% | +11.4% | +24.7% |
| 6M | +52.5% | -4.6% | +57.1% | +51.4% |
| YTD | +8.9% | -25.8% | +34.6% | +1.3% |
| 1Y | +8.2% | -28.8% | +37.0% | -0.4% |
| 3Y | -5.2% | -80.2% | +75.0% | -35.7% |
| 5Y | +1.7% | -83.2% | +84.9% | -25.0% |
| All | +184.4% | -99.5% | +283.9% | -12.6% |
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