-31.6%
SPXS vs IRE
-82.8%
+51.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.2% | -8.6% | +2.5% |
| 7D | -1.5% | +58.9% | -60.5% | +2.6% |
| 30D | +3.7% | +17.2% | -13.5% | +6.2% |
| 3M | -9.6% | -58.6% | +49.0% | -11.6% |
| 6M | -32.4% | -23.5% | -8.9% | -26.8% |
| YTD | -28.7% | -47.4% | +18.8% | -21.7% |
| All | -31.6% | -82.8% | +51.3% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling