-100.0%
SPXS vs MTCH
+944.1%
-1,044.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +2.4% |
| 7D | +6.4% | -1.4% | +7.8% | +5.5% |
| 30D | +6.0% | +13.6% | -7.7% | +14.7% |
| 3M | -11.6% | +22.4% | -34.0% | +0.9% |
| 6M | -28.7% | +37.2% | -65.9% | -11.5% |
| YTD | -26.3% | +31.8% | -58.1% | -9.8% |
| 1Y | -34.9% | +12.9% | -47.8% | -27.0% |
| 3Y | -79.5% | -1.1% | -78.3% | -76.0% |
| 5Y | -85.9% | -73.5% | -12.4% | -90.3% |
| 10Y | -99.5% | +200.7% | -300.2% | -97.1% |
| All | -100.0% | +944.1% | -1,044.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling