-100.0%
SPXS vs COO
+1,687.7%
-1,787.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -4.9% |
| 7D | +1.5% | -2.3% | +3.8% | -0.5% |
| 30D | +6.3% | +13.3% | -7.0% | +20.5% |
| 3M | +4.2% | -18.1% | +22.3% | -13.9% |
| 6M | -7.9% | +6.7% | -14.6% | -1.2% |
| YTD | -27.5% | -23.2% | -4.3% | -43.2% |
| 1Y | -27.0% | -12.3% | -14.8% | -34.2% |
| 3Y | -80.5% | -23.6% | -57.0% | -82.8% |
| 5Y | -84.0% | -38.7% | -45.3% | -85.6% |
| 10Y | -99.5% | +42.2% | -141.7% | -98.4% |
| All | -100.0% | +1,687.7% | -1,787.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling