+420.8%
RSG vs SPXS
-99.6%
+520.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.3% |
| 7D | 0.0% | +2.5% | -2.5% | +0.5% |
| 30D | +4.0% | +4.2% | -0.2% | +4.8% |
| 3M | +7.4% | -9.3% | +16.7% | +5.5% |
| 6M | +0.1% | -30.7% | +30.8% | -6.6% |
| YTD | +6.0% | -28.1% | +34.1% | -0.1% |
| 1Y | -3.0% | -35.1% | +32.1% | -10.3% |
| 3Y | +56.5% | -79.6% | +136.1% | +18.2% |
| 5Y | +90.9% | -86.3% | +177.2% | +44.2% |
| All | +420.8% | -99.6% | +520.4% | +120.5% |
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