-24.6%
SPXS vs IRE
-98.1%
+73.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.8% | +16.9% | -0.3% |
| 7D | +0.4% | -41.9% | +42.3% | -2.6% |
| 30D | +10.8% | -75.1% | +85.9% | +1.7% |
| 3M | +9.6% | -82.4% | +92.0% | -0.7% |
| 6M | -4.7% | -95.5% | +90.8% | -18.5% |
| YTD | -24.6% | -93.1% | +68.5% | -27.4% |
| 1Y | -24.6% | -97.8% | +73.2% | -31.0% |
| All | -24.6% | -98.1% | +73.6% | -31.0% |
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