+129.7%
ROP vs SPXS
-99.5%
+229.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | +0.1% |
| 7D | -8.0% | +6.4% | -14.4% | -6.3% |
| 30D | -2.7% | +6.0% | -8.7% | -1.0% |
| 3M | +16.6% | -11.6% | +28.2% | +12.7% |
| 6M | +10.4% | -28.7% | +39.1% | +0.8% |
| YTD | -12.1% | -26.3% | +14.2% | -18.6% |
| 1Y | -23.6% | -34.9% | +11.3% | -31.5% |
| 3Y | -19.3% | -79.5% | +60.1% | -44.5% |
| 5Y | -15.4% | -85.9% | +70.6% | -41.0% |
| All | +129.7% | -99.5% | +229.3% | -30.6% |
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