+11.1%
SMR vs SPXS
-86.0%
+97.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.6% | +13.6% | +16.3% |
| 7D | +21.4% | -1.5% | +22.9% | +20.2% |
| 30D | +13.8% | +3.7% | +10.2% | +16.8% |
| 3M | +3.9% | -9.6% | +13.5% | +0.6% |
| 6M | -4.2% | -32.4% | +28.2% | -17.8% |
| YTD | -21.1% | -28.7% | +7.6% | -28.8% |
| 1Y | -67.1% | -38.1% | -29.0% | -71.4% |
| 3Y | +88.9% | -80.1% | +169.0% | +33.3% |
| All | +11.1% | -86.0% | +97.1% | -26.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling