-38.9%
SPXS vs QSR
+33.2%
-72.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.1% | +2.4% | -2.5% | +0.1% |
| 30D | +0.8% | +7.6% | -6.8% | +1.5% |
| 3M | -4.7% | +12.6% | -17.3% | -3.7% |
| 6M | -29.6% | +14.4% | -44.0% | -28.0% |
| YTD | -29.8% | +19.6% | -49.4% | -27.7% |
| 1Y | -38.9% | +33.9% | -72.8% | -36.9% |
| All | -38.9% | +33.2% | -72.2% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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