-85.9%
SPXS vs MKC
-33.9%
-52.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.6% |
| 7D | +6.4% | -2.8% | +9.2% | +5.2% |
| 30D | +6.0% | -3.4% | +9.4% | +4.6% |
| 3M | -11.6% | +3.8% | -15.4% | -10.1% |
| 6M | -28.7% | -17.9% | -10.8% | -35.7% |
| YTD | -26.3% | -23.6% | -2.7% | -36.1% |
| 1Y | -34.9% | -23.1% | -11.8% | -43.5% |
| 3Y | -79.5% | -31.5% | -47.9% | -83.2% |
| 5Y | -85.9% | -33.1% | -52.8% | -88.4% |
| All | -85.9% | -33.9% | -52.0% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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