-99.5%
SPXS vs RNG
+222.9%
-322.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.5% |
| 7D | +2.5% | -6.1% | +8.6% | -0.1% |
| 30D | +4.2% | +9.6% | -5.4% | +8.7% |
| 3M | -9.3% | +83.3% | -92.6% | +18.7% |
| 6M | -30.7% | +77.9% | -108.6% | -8.7% |
| YTD | -28.1% | +139.9% | -168.0% | +11.3% |
| 1Y | -35.1% | +121.7% | -156.7% | -1.8% |
| 3Y | -79.6% | +121.9% | -201.4% | -63.4% |
| 5Y | -86.3% | -68.4% | -17.9% | -85.6% |
| All | -99.5% | +222.9% | -322.4% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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