-35.1%
SPXS vs MDY
+14.6%
-49.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -0.8% |
| 7D | +2.5% | -1.9% | +4.4% | -1.2% |
| 30D | +4.2% | -4.6% | +8.8% | -5.1% |
| 3M | -9.3% | -1.2% | -8.1% | -10.3% |
| 6M | -30.7% | +9.2% | -39.9% | -13.8% |
| YTD | -28.1% | +13.1% | -41.1% | -3.6% |
| 1Y | -35.1% | +13.0% | -48.1% | -10.3% |
| All | -35.1% | +14.6% | -49.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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