-85.9%
SPXS vs M
+22.2%
-108.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | -0.5% |
| 7D | +1.2% | -4.1% | +5.3% | -0.6% |
| 30D | +5.2% | -13.6% | +18.8% | -1.5% |
| 3M | -9.2% | -2.3% | -6.9% | -9.2% |
| 6M | -29.6% | +21.9% | -51.5% | -21.1% |
| YTD | -27.6% | -0.6% | -27.0% | -25.5% |
| 1Y | -36.7% | +29.7% | -66.5% | -25.0% |
| 3Y | -79.8% | +107.3% | -187.1% | -63.3% |
| 5Y | -85.9% | +20.5% | -106.3% | -76.1% |
| All | -85.9% | +22.2% | -108.1% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling