-38.9%
SPXS vs MKTX
-8.5%
-30.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | +0.8% | +1.1% | -0.3% | +0.9% |
| 3M | -4.7% | +36.1% | -40.8% | -4.6% |
| 6M | -29.6% | -12.9% | -16.8% | -24.3% |
| YTD | -29.8% | -8.5% | -21.3% | -24.6% |
| 1Y | -38.9% | -7.5% | -31.4% | -34.1% |
| All | -38.9% | -8.5% | -30.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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