+51.5%
RSP vs SPXS
-85.9%
+137.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -0.6% |
| 7D | -0.4% | -1.5% | +1.2% | -0.8% |
| 30D | -1.5% | +3.7% | -5.2% | -0.4% |
| 3M | +4.8% | -9.6% | +14.4% | +2.4% |
| 6M | +10.3% | -32.4% | +42.7% | -0.2% |
| YTD | +14.1% | -28.7% | +42.7% | +5.3% |
| 1Y | +17.0% | -38.1% | +55.1% | +4.2% |
| 3Y | +54.2% | -80.1% | +134.3% | +6.0% |
| 5Y | +51.5% | -85.9% | +137.4% | +7.0% |
| All | +51.5% | -85.9% | +137.4% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling