-85.9%
SPXS vs RBA
+44.6%
-130.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +0.3% |
| 7D | -1.5% | -1.1% | -0.5% | -2.2% |
| 30D | +3.7% | -13.2% | +16.9% | -5.5% |
| 3M | -9.6% | -21.4% | +11.8% | -22.0% |
| 6M | -32.4% | -20.9% | -11.5% | -40.8% |
| YTD | -28.7% | -19.9% | -8.8% | -36.1% |
| 1Y | -38.1% | -28.7% | -9.4% | -48.8% |
| 3Y | -80.1% | +27.4% | -107.5% | -73.2% |
| 5Y | -85.9% | +41.7% | -127.6% | -75.7% |
| All | -85.9% | +44.6% | -130.5% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling