-3.6%
SMR vs SPXS
-86.2%
+82.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | +0.3% |
| 7D | +4.4% | -0.1% | +4.5% | +4.5% |
| 30D | +3.4% | +0.8% | +2.6% | +4.5% |
| 3M | -19.2% | -4.7% | -14.4% | -18.5% |
| 6M | -22.6% | -29.6% | +7.0% | -32.0% |
| YTD | -31.5% | -29.8% | -1.7% | -38.8% |
| 1Y | -73.1% | -38.9% | -34.1% | -76.8% |
| 3Y | +55.0% | -79.6% | +134.6% | +9.3% |
| All | -3.6% | -86.2% | +82.6% | -37.1% |
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