+1,292.2%
ROP vs SPXS
-100.0%
+1,392.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | +0.4% |
| 7D | -2.7% | -9.5% | +6.8% | -5.7% |
| 30D | +29.7% | +7.4% | +22.3% | +33.1% |
| 3M | +21.2% | +6.1% | +15.1% | +24.1% |
| 6M | +48.3% | -7.3% | +55.5% | +45.5% |
| YTD | +8.4% | -26.7% | +35.1% | -0.8% |
| 1Y | +6.0% | -26.2% | +32.2% | -2.5% |
| 3Y | -5.6% | -80.3% | +74.7% | -39.7% |
| 5Y | +1.3% | -83.4% | +84.7% | -29.5% |
| 10Y | +184.1% | -99.5% | +283.6% | -21.7% |
| All | +1,292.2% | -100.0% | +1,392.2% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling