-99.5%
SPXS vs RACE
+793.3%
-892.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +0.6% |
| 7D | -1.5% | -1.0% | -0.5% | -2.5% |
| 30D | +3.7% | -1.5% | +5.2% | +2.2% |
| 3M | -9.6% | +15.5% | -25.1% | +7.1% |
| 6M | -32.4% | +17.3% | -49.7% | -17.0% |
| YTD | -28.7% | +11.1% | -39.8% | -17.2% |
| 1Y | -38.1% | -14.3% | -23.8% | -46.3% |
| 3Y | -80.1% | +40.2% | -120.3% | -63.3% |
| 5Y | -85.9% | +92.6% | -178.5% | -47.7% |
| 10Y | -99.5% | +786.6% | -886.1% | -89.0% |
| All | -99.5% | +793.3% | -892.8% | -89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling