-80.1%
SPXS vs COO
-23.3%
-56.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.4% | +0.2% |
| 7D | -1.5% | -2.3% | +0.7% | -2.7% |
| 30D | +3.7% | -8.8% | +12.5% | -1.3% |
| 3M | -9.6% | +1.3% | -10.9% | -8.4% |
| 6M | -32.4% | -11.6% | -20.8% | -36.9% |
| YTD | -28.7% | -17.4% | -11.3% | -35.8% |
| 1Y | -38.1% | -1.6% | -36.5% | -37.4% |
| 3Y | -80.1% | -22.6% | -57.5% | -80.0% |
| All | -80.1% | -23.3% | -56.8% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling