-100.0%
SPXS vs RBA
+688.1%
-788.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -4.3% |
| 7D | +1.5% | +0.6% | +0.9% | +2.1% |
| 30D | +6.3% | +9.0% | -2.6% | +13.8% |
| 3M | +4.2% | +7.2% | -2.9% | +10.4% |
| 6M | -7.9% | -7.8% | -0.2% | -12.3% |
| YTD | -27.5% | -6.4% | -21.1% | -28.6% |
| 1Y | -27.0% | -4.2% | -22.9% | -26.5% |
| 3Y | -80.5% | +64.1% | -144.6% | -66.8% |
| 5Y | -84.0% | +48.4% | -132.4% | -70.8% |
| 10Y | -99.5% | +209.9% | -309.4% | -97.7% |
| All | -100.0% | +688.1% | -788.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling