+575.8%
SPMO vs SPXS
-99.7%
+675.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | +0.4% |
| 7D | +2.7% | +1.2% | +1.5% | +3.1% |
| 30D | +1.1% | +5.2% | -4.1% | +2.9% |
| 3M | +2.0% | -9.2% | +11.2% | 0.0% |
| 6M | +26.5% | -29.6% | +56.1% | +15.9% |
| YTD | +26.5% | -27.6% | +54.1% | +17.5% |
| 1Y | +27.9% | -36.7% | +64.7% | +14.9% |
| 3Y | +160.4% | -79.8% | +240.2% | +82.7% |
| 5Y | +151.5% | -85.9% | +237.4% | +81.2% |
| 10Y | +526.3% | -99.5% | +625.9% | +168.6% |
| All | +575.8% | -99.7% | +675.5% | +186.0% |
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