-88.4%
SPXS vs MNDY
-53.2%
-35.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +0.5% |
| 7D | +1.2% | -14.1% | +15.4% | -3.2% |
| 30D | +5.2% | -8.5% | +13.6% | +3.0% |
| 3M | -9.2% | -2.5% | -6.6% | -8.7% |
| 6M | -29.6% | +0.1% | -29.7% | -27.6% |
| YTD | -27.6% | -45.0% | +17.4% | -38.2% |
| 1Y | -36.7% | -58.1% | +21.4% | -50.3% |
| 3Y | -79.8% | -52.6% | -27.2% | -80.4% |
| 5Y | -85.9% | -79.3% | -6.6% | -82.6% |
| All | -88.4% | -53.2% | -35.3% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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