+1,373.2%
RSG vs SPXS
-100.0%
+1,473.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.7% |
| 7D | 0.0% | +1.2% | -1.3% | +0.3% |
| 30D | +3.7% | +5.2% | -1.5% | +4.9% |
| 3M | +6.2% | -9.2% | +15.3% | +4.0% |
| 6M | -2.8% | -29.6% | +26.8% | -9.9% |
| YTD | +5.9% | -27.6% | +33.5% | -1.0% |
| 1Y | -1.8% | -36.7% | +35.0% | -10.8% |
| 3Y | +57.5% | -79.8% | +137.3% | +14.8% |
| 5Y | +91.1% | -85.9% | +176.9% | +40.4% |
| 10Y | +428.1% | -99.5% | +527.6% | +104.6% |
| All | +1,373.2% | -100.0% | +1,473.2% | +104.4% |
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