-32.7%
SPXS vs IRE
-84.4%
+51.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +2.5% |
| 7D | -0.1% | +54.8% | -54.9% | +3.9% |
| 30D | +0.8% | +18.4% | -17.6% | +3.6% |
| 3M | -4.7% | -66.7% | +62.0% | -8.0% |
| 6M | -29.6% | -52.3% | +22.7% | -26.1% |
| YTD | -29.8% | -52.3% | +22.5% | -23.6% |
| All | -32.7% | -84.4% | +51.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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