+1,364.0%
RSG vs SPXS
-100.0%
+1,464.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.2% |
| 7D | -1.8% | +6.4% | -8.2% | -0.4% |
| 30D | +2.8% | +6.0% | -3.2% | +4.2% |
| 3M | +4.3% | -11.6% | +15.9% | +1.5% |
| 6M | -0.5% | -28.7% | +28.2% | -7.6% |
| YTD | +5.2% | -26.3% | +31.5% | -1.2% |
| 1Y | -2.1% | -34.9% | +32.8% | -10.6% |
| 3Y | +56.5% | -79.5% | +136.0% | +14.6% |
| 5Y | +89.5% | -85.9% | +175.4% | +39.0% |
| 10Y | +424.8% | -99.5% | +524.3% | +104.2% |
| All | +1,364.0% | -100.0% | +1,464.0% | +103.9% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling