-80.1%
SPXS vs DAR
+14.9%
-95.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +2.6% |
| 7D | -1.5% | -0.9% | -0.7% | -1.9% |
| 30D | +3.7% | +13.0% | -9.3% | +8.3% |
| 3M | -9.6% | +15.0% | -24.6% | -4.7% |
| 6M | -32.4% | +26.8% | -59.2% | -25.7% |
| YTD | -28.7% | +86.4% | -115.1% | -8.7% |
| 1Y | -38.1% | +115.1% | -153.2% | -15.2% |
| 3Y | -80.1% | +14.6% | -94.7% | -76.2% |
| All | -80.1% | +14.9% | -95.0% | -76.2% |
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