-98.8%
SPXS vs REPL
+36.1%
-134.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.4% | +2.5% | -4.5% |
| 7D | +1.5% | +5.3% | -3.8% | +2.1% |
| 30D | +6.3% | +66.6% | -60.3% | +12.5% |
| 3M | +4.2% | +59.6% | -55.3% | +10.1% |
| 6M | -7.9% | +482.4% | -490.3% | +20.1% |
| YTD | -27.5% | +124.1% | -151.6% | -9.9% |
| 1Y | -27.0% | +138.6% | -165.6% | -8.3% |
| 3Y | -80.5% | +96.0% | -176.6% | -66.8% |
| 5Y | -84.0% | -35.4% | -48.6% | -76.7% |
| All | -98.8% | +36.1% | -134.9% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling