-85.9%
SPXS vs INDA
+4.5%
-90.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | -0.3% |
| 7D | +6.4% | -3.6% | +10.0% | -0.7% |
| 30D | +6.0% | -4.0% | +9.9% | -1.7% |
| 3M | -11.6% | +1.7% | -13.3% | -7.9% |
| 6M | -28.7% | -3.6% | -25.1% | -31.2% |
| YTD | -26.3% | -11.0% | -15.3% | -38.8% |
| 1Y | -34.9% | -9.5% | -25.4% | -44.0% |
| 3Y | -79.5% | +7.6% | -87.1% | -70.9% |
| 5Y | -85.9% | +4.8% | -90.7% | -75.4% |
| All | -85.9% | +4.5% | -90.4% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling