-99.5%
SPXS vs RL
+297.6%
-397.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | -1.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.1% |
| 30D | +5.2% | -17.5% | +22.7% | -9.1% |
| 3M | -9.2% | -14.0% | +4.8% | -18.2% |
| 6M | -29.6% | -2.0% | -27.6% | -28.1% |
| YTD | -27.6% | -4.6% | -23.0% | -27.0% |
| 1Y | -36.7% | +9.5% | -46.2% | -27.8% |
| 3Y | -79.8% | +200.5% | -280.3% | -38.8% |
| 5Y | -85.9% | +226.3% | -312.1% | -40.6% |
| 10Y | -99.5% | +304.8% | -404.3% | -96.6% |
| All | -99.5% | +297.6% | -397.1% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling