-100.0%
SPXS vs RRX
+618.3%
-718.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | -0.1% |
| 7D | +6.4% | -3.7% | +10.1% | +2.4% |
| 30D | +6.0% | -9.3% | +15.3% | -3.8% |
| 3M | -11.6% | -21.8% | +10.2% | -29.1% |
| 6M | -28.7% | -22.0% | -6.7% | -40.5% |
| YTD | -26.3% | +11.9% | -38.2% | -8.1% |
| 1Y | -34.9% | +11.6% | -46.5% | -17.2% |
| 3Y | -79.5% | +2.2% | -81.6% | -70.4% |
| 5Y | -85.9% | +14.9% | -100.8% | -68.4% |
| 10Y | -99.5% | +214.2% | -313.8% | -92.5% |
| All | -100.0% | +618.3% | -718.3% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling