-100.0%
SPXS vs DAR
+1,486.1%
-1,586.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +0.7% |
| 7D | -0.1% | +1.4% | -1.4% | +0.8% |
| 30D | +0.8% | +12.8% | -12.0% | +9.7% |
| 3M | -4.7% | +7.4% | -12.1% | +0.5% |
| 6M | -29.6% | +22.3% | -51.9% | -18.5% |
| YTD | -29.8% | +81.1% | -110.9% | +8.1% |
| 1Y | -38.9% | +106.5% | -145.4% | +4.8% |
| 3Y | -79.6% | +5.3% | -84.9% | -75.6% |
| 5Y | -85.9% | -11.5% | -74.4% | -81.5% |
| 10Y | -99.5% | +353.3% | -452.9% | -96.3% |
| All | -100.0% | +1,486.1% | -1,586.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling