+1,141.5%
RSP vs SPXS
-100.0%
+1,241.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.6% |
| 7D | +2.4% | -7.5% | +9.9% | -0.2% |
| 30D | +4.3% | +5.3% | -1.1% | +6.8% |
| 3M | -0.3% | +9.7% | -10.0% | +3.8% |
| 6M | +9.8% | -4.6% | +14.4% | +9.9% |
| YTD | +16.8% | -25.8% | +42.6% | +8.5% |
| 1Y | +19.5% | -28.8% | +48.3% | +9.7% |
| 3Y | +65.1% | -80.2% | +145.3% | +6.6% |
| 5Y | +48.7% | -83.2% | +131.9% | +5.9% |
| 10Y | +213.6% | -99.5% | +313.1% | -9.3% |
| All | +1,141.5% | -100.0% | +1,241.5% | -14.4% |
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