-79.1%
SPXS vs RNG
+120.1%
-199.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +1.6% |
| 7D | +6.4% | -9.6% | +16.0% | +3.5% |
| 30D | +6.0% | +8.8% | -2.8% | +8.9% |
| 3M | -11.6% | +78.6% | -90.3% | +5.5% |
| 6M | -28.7% | +70.3% | -99.0% | -14.7% |
| YTD | -26.3% | +140.3% | -166.6% | +2.5% |
| 1Y | -34.9% | +126.6% | -161.5% | -10.5% |
| All | -79.1% | +120.1% | -199.2% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling