-100.0%
SPXS vs MKC
+390.8%
-490.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.3% |
| 7D | -1.5% | -4.3% | +2.8% | -6.3% |
| 30D | +3.7% | -2.0% | +5.7% | +1.4% |
| 3M | -9.6% | +10.0% | -19.6% | -0.1% |
| 6M | -32.4% | -18.5% | -13.9% | -47.6% |
| YTD | -28.7% | -22.4% | -6.2% | -48.3% |
| 1Y | -38.1% | -23.6% | -14.5% | -56.3% |
| 3Y | -80.1% | -30.4% | -49.7% | -87.1% |
| 5Y | -85.9% | -34.2% | -51.7% | -90.6% |
| 10Y | -99.5% | +26.8% | -126.3% | -98.6% |
| All | -100.0% | +390.8% | -490.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling