-85.9%
SPXS vs REPL
-53.9%
-32.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.3% |
| 7D | +1.2% | -9.6% | +10.8% | +0.7% |
| 30D | +5.2% | +5.7% | -0.5% | +5.6% |
| 3M | -9.2% | +56.4% | -65.5% | -4.7% |
| 6M | -29.6% | +67.4% | -97.0% | -22.1% |
| YTD | -27.6% | +48.7% | -76.3% | -20.3% |
| 1Y | -36.7% | +148.3% | -185.0% | -24.9% |
| 3Y | -79.8% | -26.7% | -53.1% | -77.3% |
| 5Y | -85.9% | -54.1% | -31.7% | -82.5% |
| All | -85.9% | -53.9% | -32.0% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling