-99.5%
SPXS vs COO
+36.7%
-136.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.2% | +7.7% | -5.2% |
| 7D | +1.2% | -9.0% | +10.2% | -8.2% |
| 30D | +5.2% | -16.8% | +22.0% | -13.4% |
| 3M | -9.2% | -7.5% | -1.7% | -16.0% |
| 6M | -29.6% | -16.3% | -13.3% | -41.6% |
| YTD | -27.6% | -22.5% | -5.1% | -44.5% |
| 1Y | -36.7% | -7.0% | -29.7% | -39.9% |
| 3Y | -79.8% | -27.5% | -52.4% | -83.7% |
| 5Y | -85.9% | -43.3% | -42.5% | -89.0% |
| 10Y | -99.5% | +37.6% | -137.1% | -98.7% |
| All | -99.5% | +36.7% | -136.3% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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