+618.6%
RVMD vs SPXS
-97.5%
+716.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.7% |
| 7D | -0.7% | +1.2% | -2.0% | -0.2% |
| 30D | +0.3% | +5.2% | -4.8% | +2.3% |
| 3M | +38.9% | -9.2% | +48.0% | +35.2% |
| 6M | +108.1% | -29.6% | +137.7% | +87.1% |
| YTD | +160.7% | -27.6% | +188.4% | +137.5% |
| 1Y | +407.3% | -36.7% | +444.0% | +344.0% |
| 3Y | +546.6% | -79.8% | +626.4% | +317.7% |
| 5Y | +579.8% | -85.9% | +665.7% | +365.4% |
| All | +618.6% | -97.5% | +716.1% | +251.5% |
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