-100.0%
SPXS vs COO
+1,876.9%
-1,976.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | -0.2% |
| 7D | -0.1% | -2.2% | +2.1% | -2.2% |
| 30D | +0.8% | -7.0% | +7.8% | -6.1% |
| 3M | -4.7% | +12.2% | -16.9% | +6.6% |
| 6M | -29.6% | -15.1% | -14.5% | -39.8% |
| YTD | -29.8% | -15.1% | -14.7% | -39.6% |
| 1Y | -38.9% | +2.3% | -41.3% | -35.9% |
| 3Y | -79.6% | -23.7% | -55.9% | -82.1% |
| 5Y | -85.9% | -38.9% | -47.0% | -87.4% |
| 10Y | -99.5% | +49.9% | -149.5% | -98.4% |
| All | -100.0% | +1,876.9% | -1,976.9% | -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