-85.6%
SMR vs SPXS
-30.2%
-55.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -10.7% |
| 7D | -9.5% | +2.2% | -11.7% | -6.8% |
| 30D | -33.2% | +3.8% | -37.0% | -29.1% |
| 3M | -45.9% | +3.3% | -49.3% | -42.2% |
| 6M | -57.9% | -16.7% | -41.2% | -63.8% |
| YTD | -63.8% | -28.5% | -35.3% | -71.6% |
| 1Y | -85.6% | -30.4% | -55.2% | -88.7% |
| All | -85.6% | -30.2% | -55.4% | -88.7% |
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