-29.7%
SPXS vs M
+22.4%
-52.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +0.3% |
| 7D | -9.5% | +0.6% | -10.0% | -8.9% |
| 30D | +7.4% | +7.0% | +0.4% | +10.2% |
| 3M | +6.1% | +3.1% | +3.0% | +8.1% |
| 6M | -7.3% | +33.5% | -40.8% | +3.4% |
| YTD | -26.7% | +13.4% | -40.1% | -20.4% |
| All | -29.7% | +22.4% | -52.1% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling