-26.2%
SPXS vs RBA
-5.6%
-20.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +0.5% |
| 7D | -9.5% | -0.5% | -8.9% | -9.6% |
| 30D | +7.4% | +6.8% | +0.5% | +9.7% |
| 3M | +6.1% | +9.5% | -3.3% | +9.4% |
| 6M | -7.3% | -8.2% | +0.9% | -8.6% |
| YTD | -26.7% | -7.7% | -19.0% | -22.5% |
| 1Y | -26.2% | -6.9% | -19.3% | -21.0% |
| All | -26.2% | -5.6% | -20.6% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling