-99.5%
SPXS vs M
-3.0%
-96.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.3% |
| 7D | +0.4% | +5.0% | -4.6% | +3.4% |
| 30D | +10.8% | +10.6% | +0.2% | +16.8% |
| 3M | +9.6% | +1.6% | +8.1% | +12.0% |
| 6M | -4.7% | +30.8% | -35.6% | +9.6% |
| YTD | -24.6% | +16.9% | -41.5% | -16.0% |
| 1Y | -24.6% | +26.3% | -50.8% | -12.6% |
| 3Y | -79.8% | +158.6% | -238.4% | -62.4% |
| 5Y | -83.3% | +2.1% | -85.4% | -73.4% |
| 10Y | -99.5% | -4.3% | -95.1% | -98.4% |
| All | -99.5% | -3.0% | -96.4% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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