-28.4%
SPXS vs IRE
-97.3%
+68.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.5% | -4.5% | -7.2% |
| 7D | -1.5% | -15.5% | +14.0% | -1.1% |
| 30D | +9.6% | -70.4% | +80.0% | +2.1% |
| 3M | +8.5% | -81.6% | +90.1% | -1.3% |
| 6M | -5.8% | -94.7% | +88.9% | -18.0% |
| YTD | -25.4% | -91.8% | +66.4% | -27.2% |
| 1Y | -28.8% | -97.6% | +68.7% | -34.6% |
| All | -28.4% | -97.3% | +68.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling