-14.4%
SMR vs SPXS
-85.8%
+71.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.4% | -13.3% | -17.2% |
| 7D | -11.2% | +2.5% | -13.7% | -10.1% |
| 30D | -10.2% | +4.2% | -14.4% | -7.7% |
| 3M | -10.0% | -9.3% | -0.7% | -13.2% |
| 6M | -30.5% | -30.7% | +0.2% | -39.6% |
| YTD | -39.2% | -28.1% | -11.2% | -45.0% |
| 1Y | -75.5% | -35.1% | -40.5% | -78.2% |
| 3Y | +45.4% | -79.6% | +125.0% | +3.4% |
| All | -14.4% | -85.8% | +71.4% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling