-100.0%
SPXS vs MDY
+861.0%
-961.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +0.1% |
| 7D | -1.5% | +1.0% | -2.6% | +0.9% |
| 30D | +3.7% | -3.1% | +6.8% | -3.6% |
| 3M | -9.6% | +1.8% | -11.4% | -4.1% |
| 6M | -32.4% | +10.8% | -43.2% | -10.1% |
| YTD | -28.7% | +14.4% | -43.1% | +3.5% |
| 1Y | -38.1% | +15.2% | -53.3% | -7.0% |
| 3Y | -80.1% | +51.2% | -131.3% | -26.3% |
| 5Y | -85.9% | +47.2% | -133.2% | -26.4% |
| 10Y | -99.5% | +171.1% | -270.6% | -71.3% |
| All | -100.0% | +861.0% | -961.0% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling