+40.3%
RUN vs SPXS
-99.6%
+139.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -2.2% |
| 7D | -3.7% | +2.5% | -6.2% | -2.3% |
| 30D | -13.0% | +4.2% | -17.2% | -10.5% |
| 3M | -31.8% | -9.3% | -22.5% | -34.4% |
| 6M | -32.2% | -30.7% | -1.5% | -42.3% |
| YTD | -53.5% | -28.1% | -25.4% | -58.7% |
| 1Y | -46.5% | -35.1% | -11.5% | -54.1% |
| 3Y | -37.6% | -79.6% | +42.0% | -66.9% |
| 5Y | -80.9% | -86.3% | +5.4% | -88.5% |
| All | +40.3% | -99.6% | +139.9% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling