-100.0%
SPXS vs MTB
+523.2%
-623.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +2.0% |
| 7D | -7.5% | +1.5% | -9.1% | -5.8% |
| 30D | +5.3% | +2.3% | +3.0% | +8.5% |
| 3M | +9.7% | -12.1% | +21.8% | -3.4% |
| 6M | -4.6% | +9.8% | -14.4% | +6.8% |
| YTD | -25.8% | +12.0% | -37.8% | -13.8% |
| 1Y | -28.8% | +22.0% | -50.8% | -9.0% |
| 3Y | -80.2% | +107.6% | -187.8% | -47.9% |
| 5Y | -83.2% | +61.9% | -145.1% | -58.1% |
| 10Y | -99.5% | +116.3% | -215.8% | -96.6% |
| All | -100.0% | +523.2% | -623.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling