-79.6%
SPXS vs QSR
+25.8%
-105.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.1% |
| 7D | +2.5% | -4.0% | +6.5% | +0.4% |
| 30D | +4.2% | +2.8% | +1.5% | +5.9% |
| 3M | -9.3% | +5.1% | -14.4% | -6.6% |
| 6M | -30.7% | +8.8% | -39.5% | -26.6% |
| YTD | -28.1% | +14.8% | -42.9% | -20.9% |
| 1Y | -35.1% | +25.7% | -60.8% | -23.2% |
| 3Y | -79.6% | +27.5% | -107.1% | -73.3% |
| All | -79.6% | +25.8% | -105.4% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling