-35.1%
SPXS vs MTB
+24.6%
-59.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.2% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +4.2% | -4.8% | +9.0% | +1.2% |
| 3M | -9.3% | +6.0% | -15.3% | -5.5% |
| 6M | -30.7% | +19.6% | -50.3% | -20.2% |
| YTD | -28.1% | +21.5% | -49.5% | -15.9% |
| 1Y | -35.1% | +24.7% | -59.8% | -18.3% |
| All | -35.1% | +24.6% | -59.7% | -18.3% |
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