-38.9%
SPXS vs MTB
+23.4%
-62.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.2% |
| 7D | -0.1% | +1.7% | -1.8% | +1.1% |
| 30D | +0.8% | -4.2% | +5.0% | -1.7% |
| 3M | -4.7% | +8.9% | -13.6% | +1.2% |
| 6M | -29.6% | +10.9% | -40.5% | -22.6% |
| YTD | -29.8% | +21.5% | -51.3% | -18.1% |
| 1Y | -38.9% | +21.9% | -60.9% | -23.9% |
| All | -38.9% | +23.4% | -62.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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