-79.6%
SPXS vs MTCH
-0.9%
-78.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -1.8% |
| 7D | +2.5% | +1.3% | +1.2% | +3.1% |
| 30D | +4.2% | +15.9% | -11.7% | +11.5% |
| 3M | -9.3% | +23.3% | -32.6% | +0.7% |
| 6M | -30.7% | +40.1% | -70.8% | -17.4% |
| YTD | -28.1% | +33.6% | -61.6% | -15.4% |
| 1Y | -35.1% | +14.1% | -49.1% | -28.4% |
| 3Y | -79.6% | +1.4% | -81.0% | -75.5% |
| All | -79.6% | -0.9% | -78.7% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling