+1.5%
SMR vs SPXS
-85.5%
+87.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.4% | -4.4% |
| 7D | +4.7% | +6.4% | -1.7% | +8.8% |
| 30D | +3.2% | +6.0% | -2.8% | +7.5% |
| 3M | +9.9% | -11.6% | +21.5% | +4.8% |
| 6M | -15.1% | -28.7% | +13.6% | -24.8% |
| YTD | -27.9% | -26.3% | -1.7% | -33.6% |
| 1Y | -70.2% | -34.9% | -35.3% | -73.4% |
| 3Y | +72.5% | -79.5% | +151.9% | +24.4% |
| All | +1.5% | -85.5% | +87.0% | -31.7% |
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 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