-99.7%
SPXS vs QSR
+206.0%
-305.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | -0.1% |
| 7D | +1.2% | -2.4% | +3.6% | -0.9% |
| 30D | +5.2% | +5.7% | -0.5% | +11.0% |
| 3M | -9.2% | +6.9% | -16.1% | -3.1% |
| 6M | -29.6% | +6.9% | -36.5% | -24.8% |
| YTD | -27.6% | +14.9% | -42.5% | -16.9% |
| 1Y | -36.7% | +29.1% | -65.8% | -18.1% |
| 3Y | -79.8% | +26.1% | -106.0% | -72.3% |
| 5Y | -85.9% | +42.3% | -128.2% | -73.9% |
| 10Y | -99.5% | +134.0% | -233.5% | -97.9% |
| All | -99.7% | +206.0% | -305.7% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling