-85.9%
SPXS vs RRC
+154.4%
-240.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.3% |
| 7D | +1.2% | -1.7% | +3.0% | +0.6% |
| 30D | +5.2% | +3.6% | +1.6% | +6.7% |
| 3M | -9.2% | +8.8% | -18.0% | -6.2% |
| 6M | -29.6% | +0.8% | -30.4% | -29.6% |
| YTD | -27.6% | +19.0% | -46.6% | -22.0% |
| 1Y | -36.7% | +22.9% | -59.6% | -30.1% |
| 3Y | -79.8% | +32.3% | -112.1% | -74.9% |
| 5Y | -85.9% | +151.6% | -237.4% | -75.6% |
| All | -85.9% | +154.4% | -240.2% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling