-38.9%
SPXS vs RACE
-16.2%
-22.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +0.6% |
| 7D | -0.1% | -2.5% | +2.4% | -0.9% |
| 30D | +0.8% | +0.8% | +0.1% | +1.2% |
| 3M | -4.7% | +17.2% | -21.9% | +1.5% |
| 6M | -29.6% | +13.6% | -43.2% | -24.0% |
| YTD | -29.8% | +12.2% | -42.0% | -24.1% |
| 1Y | -38.9% | -16.3% | -22.7% | -36.0% |
| All | -38.9% | -16.2% | -22.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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