-99.9%
SPXS vs RNG
+309.1%
-409.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | -0.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.7% |
| 30D | +3.7% | +11.4% | -7.7% | +8.8% |
| 3M | -9.6% | +72.1% | -81.7% | +14.6% |
| 6M | -32.4% | +67.9% | -100.3% | -13.6% |
| YTD | -28.7% | +144.3% | -173.0% | +10.0% |
| 1Y | -38.1% | +117.5% | -155.6% | -8.1% |
| 3Y | -80.1% | +123.9% | -204.0% | -64.8% |
| 5Y | -85.9% | -70.1% | -15.8% | -85.1% |
| 10Y | -99.5% | +215.9% | -315.4% | -98.1% |
| All | -99.9% | +309.1% | -409.0% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling