-27.0%
SPXS vs COO
-11.7%
-15.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -4.2% |
| 7D | +1.5% | -2.3% | +3.8% | +1.0% |
| 30D | +6.3% | +13.3% | -7.0% | +9.5% |
| 3M | +4.2% | -18.1% | +22.3% | -2.5% |
| 6M | -7.9% | +6.7% | -14.6% | -3.1% |
| YTD | -27.5% | -23.2% | -4.3% | -38.4% |
| 1Y | -27.0% | -12.3% | -14.8% | -33.7% |
| All | -27.0% | -11.7% | -15.3% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling