-35.1%
SPXS vs RNG
+128.1%
-163.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +2.5% | -6.1% | +8.6% | +1.8% |
| 30D | +4.2% | +9.6% | -5.4% | +5.3% |
| 3M | -9.3% | +83.3% | -92.6% | -2.6% |
| 6M | -30.7% | +77.9% | -108.6% | -25.1% |
| YTD | -28.1% | +139.9% | -168.0% | -16.8% |
| 1Y | -35.1% | +121.7% | -156.7% | -23.4% |
| All | -35.1% | +128.1% | -163.1% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling