+1,139.0%
RSP vs SPXS
-100.0%
+1,239.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.5% |
| 7D | +1.8% | -9.5% | +11.2% | -1.5% |
| 30D | +3.5% | +7.4% | -3.9% | +6.7% |
| 3M | +0.2% | +6.1% | -5.9% | +3.2% |
| 6M | +9.1% | -7.3% | +16.4% | +8.1% |
| YTD | +16.6% | -26.7% | +43.3% | +7.8% |
| 1Y | +17.9% | -26.2% | +44.1% | +9.7% |
| 3Y | +64.6% | -80.3% | +145.0% | +5.9% |
| 5Y | +48.4% | -83.4% | +131.8% | +5.3% |
| 10Y | +212.9% | -99.5% | +312.4% | -9.9% |
| All | +1,139.0% | -100.0% | +1,239.0% | -15.0% |
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 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