-100.0%
SPXS vs RRC
+9.5%
-109.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +0.9% |
| 7D | -0.1% | +1.3% | -1.4% | +0.5% |
| 30D | +0.8% | +10.1% | -9.3% | +5.1% |
| 3M | -4.7% | +4.0% | -8.7% | -3.2% |
| 6M | -29.6% | +1.6% | -31.2% | -29.4% |
| YTD | -29.8% | +19.7% | -49.5% | -24.1% |
| 1Y | -38.9% | +21.4% | -60.4% | -32.9% |
| 3Y | -79.6% | +29.7% | -109.3% | -74.7% |
| 5Y | -85.9% | +153.9% | -239.8% | -71.8% |
| 10Y | -99.5% | +10.8% | -110.3% | -99.1% |
| All | -100.0% | +9.5% | -109.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling