-80.2%
SPXS vs RRC
+60.0%
-140.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.6% |
| 7D | -7.5% | +6.4% | -13.9% | -5.5% |
| 30D | +5.3% | +23.9% | -18.5% | +14.4% |
| 3M | +9.7% | +30.2% | -20.5% | +21.7% |
| 6M | -4.6% | +26.3% | -30.8% | +4.1% |
| YTD | -25.8% | +48.1% | -73.9% | -11.5% |
| 1Y | -28.8% | +37.7% | -66.4% | -18.4% |
| 3Y | -80.2% | +60.3% | -140.5% | -72.8% |
| All | -80.2% | +60.0% | -140.1% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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