-100.0%
SPXS vs RL
+1,174.1%
-1,274.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +3.0% |
| 7D | -0.1% | -0.8% | +0.7% | -0.7% |
| 30D | +0.8% | -7.8% | +8.6% | -5.8% |
| 3M | -4.7% | -4.0% | -0.7% | -7.0% |
| 6M | -29.6% | -1.9% | -27.7% | -28.1% |
| YTD | -29.8% | -0.2% | -29.6% | -26.7% |
| 1Y | -38.9% | +10.7% | -49.6% | -29.1% |
| 3Y | -79.6% | +210.8% | -290.4% | -29.0% |
| 5Y | -85.9% | +238.2% | -324.2% | -30.1% |
| 10Y | -99.5% | +313.4% | -412.9% | -95.1% |
| All | -100.0% | +1,174.1% | -1,274.1% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling