+157.1%
SPMO vs SPXS
-79.6%
+236.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.5% |
| 7D | -0.9% | +2.5% | -3.4% | +0.1% |
| 30D | -1.9% | +4.2% | -6.1% | 0.0% |
| 3M | -1.4% | -9.3% | +8.0% | -4.2% |
| 6M | +25.5% | -30.7% | +56.2% | +11.2% |
| YTD | +24.8% | -28.1% | +52.9% | +13.1% |
| 1Y | +24.5% | -35.1% | +59.6% | +9.3% |
| 3Y | +157.1% | -79.6% | +236.7% | +63.7% |
| All | +157.1% | -79.6% | +236.7% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling