-100.0%
SPXS vs RBA
+689.0%
-789.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.4% | -9.4% | -5.1% |
| 7D | -1.5% | +2.5% | -4.0% | +0.7% |
| 30D | +9.6% | +11.6% | -1.9% | +19.5% |
| 3M | +8.5% | +1.5% | +7.0% | +10.2% |
| 6M | -5.8% | -6.6% | +0.9% | -9.4% |
| YTD | -25.4% | -6.3% | -19.1% | -26.5% |
| 1Y | -28.8% | -4.0% | -24.9% | -28.2% |
| 3Y | -80.9% | +47.3% | -128.2% | -70.2% |
| 5Y | -83.1% | +47.7% | -130.8% | -69.4% |
| 10Y | -99.5% | +224.7% | -324.2% | -97.5% |
| All | -100.0% | +689.0% | -789.0% | -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