-36.7%
SPXS vs DAR
+116.5%
-153.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.5% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +5.2% | +7.4% | -2.3% | +6.3% |
| 3M | -9.2% | +15.7% | -24.8% | -6.8% |
| 6M | -29.6% | +30.0% | -59.6% | -25.2% |
| YTD | -27.6% | +87.5% | -115.2% | -16.1% |
| 1Y | -36.7% | +113.4% | -150.1% | -24.6% |
| All | -36.7% | +116.5% | -153.3% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling