-14.4%
RUN vs SPXS
-99.7%
+85.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +4.6% |
| 7D | +10.2% | -1.5% | +11.7% | +9.2% |
| 30D | -9.6% | +3.7% | -13.3% | -7.5% |
| 3M | -31.5% | -9.6% | -21.9% | -33.8% |
| 6M | -18.7% | -32.4% | +13.7% | -31.3% |
| YTD | -49.9% | -28.7% | -21.2% | -55.5% |
| 1Y | -45.5% | -38.1% | -7.4% | -54.0% |
| 3Y | -34.1% | -80.1% | +46.0% | -64.3% |
| 5Y | -79.4% | -85.9% | +6.5% | -87.1% |
| 10Y | +48.9% | -99.5% | +148.5% | -61.2% |
| All | -14.4% | -99.7% | +85.3% | -78.4% |
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