-100.0%
SPXS vs RBA
+588.2%
-688.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.5% |
| 7D | -0.1% | -2.9% | +2.8% | -2.3% |
| 30D | +0.8% | -12.3% | +13.1% | -8.8% |
| 3M | -4.7% | -20.5% | +15.8% | -19.6% |
| 6M | -29.6% | -18.5% | -11.1% | -38.8% |
| YTD | -29.8% | -18.2% | -11.6% | -38.0% |
| 1Y | -38.9% | -27.5% | -11.4% | -50.7% |
| 3Y | -79.6% | +38.1% | -117.7% | -69.5% |
| 5Y | -85.9% | +44.8% | -130.7% | -74.7% |
| 10Y | -99.5% | +187.1% | -286.7% | -97.9% |
| All | -100.0% | +588.2% | -688.2% | -100.0% |
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 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