-80.2%
SPXS vs DAR
+33.7%
-113.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.7% |
| 7D | -7.5% | +11.6% | -19.1% | -3.9% |
| 30D | +5.3% | -10.2% | +15.6% | +2.3% |
| 3M | +9.7% | -14.8% | +24.5% | +4.8% |
| 6M | -4.6% | -10.1% | +5.5% | -6.7% |
| YTD | -25.8% | +55.5% | -81.3% | -10.0% |
| 1Y | -28.8% | +61.7% | -90.5% | -11.8% |
| 3Y | -80.2% | +37.2% | -117.3% | -74.2% |
| All | -80.2% | +33.7% | -113.9% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling