-27.0%
SPXS vs RL
+19.4%
-46.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -4.7% |
| 7D | +1.5% | -4.4% | +5.8% | -0.1% |
| 30D | +6.3% | +5.6% | +0.7% | +10.0% |
| 3M | +4.2% | -0.6% | +4.9% | +4.8% |
| 6M | -7.9% | +15.5% | -23.4% | +0.7% |
| YTD | -27.5% | +12.3% | -39.8% | -18.2% |
| 1Y | -27.0% | +19.3% | -46.3% | -13.2% |
| All | -27.0% | +19.4% | -46.4% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling