-99.5%
SPXS vs DAR
+383.2%
-482.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.9% |
| 7D | +1.2% | -0.2% | +1.4% | +1.1% |
| 30D | +5.2% | +7.4% | -2.3% | +10.4% |
| 3M | -9.2% | +15.7% | -24.8% | +0.6% |
| 6M | -29.6% | +30.0% | -59.6% | -15.0% |
| YTD | -27.6% | +87.5% | -115.2% | +13.9% |
| 1Y | -36.7% | +113.4% | -150.1% | +10.9% |
| 3Y | -79.8% | +15.3% | -95.1% | -74.9% |
| 5Y | -85.9% | -4.3% | -81.5% | -80.9% |
| All | -99.5% | +383.2% | -482.8% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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