-53.9%
RUN vs SPXS
-30.2%
-23.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | -3.0% |
| 7D | +18.5% | +2.2% | +16.3% | +20.9% |
| 30D | +15.5% | +3.8% | +11.7% | +20.2% |
| 3M | -20.3% | +3.3% | -23.6% | -16.3% |
| 6M | -30.8% | -16.7% | -14.1% | -37.8% |
| YTD | -52.2% | -28.5% | -23.7% | -60.3% |
| 1Y | -53.9% | -30.4% | -23.4% | -61.9% |
| All | -53.9% | -30.2% | -23.7% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling