-29.6%
SPXS vs RRX
-12.9%
-16.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +0.4% |
| 7D | +1.2% | -0.7% | +2.0% | +1.0% |
| 30D | +5.2% | -8.0% | +13.1% | +1.6% |
| 3M | -9.2% | -25.1% | +15.9% | -17.3% |
| 6M | -29.6% | -18.3% | -11.3% | -28.8% |
| All | -29.6% | -12.9% | -16.7% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling