-80.1%
SPXS vs REPL
-24.7%
-55.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.6% |
| 7D | -1.5% | -5.7% | +4.2% | -1.7% |
| 30D | +3.7% | +22.5% | -18.8% | +4.2% |
| 3M | -9.6% | +64.7% | -74.2% | -7.6% |
| 6M | -32.4% | +83.0% | -115.4% | -29.2% |
| YTD | -28.7% | +52.0% | -80.6% | -25.5% |
| 1Y | -38.1% | +144.5% | -182.6% | -33.6% |
| 3Y | -80.1% | -25.1% | -55.1% | -76.7% |
| All | -80.1% | -24.7% | -55.4% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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