-100.0%
SPXS vs RL
+1,321.8%
-1,421.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +0.3% |
| 7D | -9.5% | +2.4% | -11.8% | -7.3% |
| 30D | +7.4% | +4.6% | +2.8% | +13.2% |
| 3M | +6.1% | -1.1% | +7.2% | +7.0% |
| 6M | -7.3% | +16.5% | -23.8% | +9.1% |
| YTD | -26.7% | +11.4% | -38.1% | -14.5% |
| 1Y | -26.2% | +16.1% | -42.3% | -10.2% |
| 3Y | -80.3% | +252.6% | -333.0% | -22.9% |
| 5Y | -83.4% | +244.9% | -328.3% | -15.9% |
| 10Y | -99.5% | +342.4% | -441.9% | -94.5% |
| All | -100.0% | +1,321.8% | -1,421.8% | -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