-99.5%
SPXS vs RBA
+189.2%
-288.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +0.9% |
| 7D | +1.2% | -1.9% | +3.1% | -0.2% |
| 30D | +5.2% | -13.0% | +18.1% | -5.5% |
| 3M | -9.2% | -23.1% | +13.9% | -25.3% |
| 6M | -29.6% | -22.6% | -7.0% | -41.1% |
| YTD | -27.6% | -20.4% | -7.2% | -37.3% |
| 1Y | -36.7% | -29.6% | -7.1% | -50.1% |
| 3Y | -79.8% | +26.6% | -106.4% | -71.6% |
| 5Y | -85.9% | +38.2% | -124.0% | -75.1% |
| 10Y | -99.5% | +194.7% | -294.3% | -97.6% |
| All | -99.5% | +189.2% | -288.7% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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