-86.2%
SPXS vs RRX
+17.8%
-104.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | +0.2% |
| 7D | +2.5% | -0.3% | +2.8% | +2.4% |
| 30D | +4.2% | -6.1% | +10.3% | 0.0% |
| 3M | -9.3% | -23.1% | +13.7% | -22.3% |
| 6M | -30.7% | -19.5% | -11.2% | -35.9% |
| YTD | -28.1% | +16.1% | -44.1% | -10.0% |
| 1Y | -35.1% | +12.9% | -48.0% | -18.8% |
| 3Y | -79.6% | +7.9% | -87.5% | -70.1% |
| All | -86.2% | +17.8% | -104.0% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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