-80.1%
SPXS vs RBA
+29.1%
-109.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +0.4% |
| 7D | -1.5% | -1.1% | -0.5% | -2.2% |
| 30D | +3.7% | -13.2% | +16.9% | -5.0% |
| 3M | -9.6% | -21.4% | +11.8% | -21.1% |
| 6M | -32.4% | -20.9% | -11.5% | -40.0% |
| YTD | -28.7% | -19.9% | -8.8% | -35.2% |
| 1Y | -38.1% | -28.7% | -9.4% | -48.4% |
| 3Y | -80.1% | +27.4% | -107.5% | -74.5% |
| All | -80.1% | +29.1% | -109.2% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling