-81.8%
SPXS vs RY
+123.7%
-205.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -3.0% |
| 7D | +7.5% | -0.9% | +8.4% | +6.5% |
| 30D | +17.5% | +5.9% | +11.6% | +30.7% |
| 3M | +14.7% | -4.3% | +18.9% | +7.6% |
| 6M | -0.1% | +12.1% | -12.2% | +25.0% |
| YTD | -19.7% | +20.3% | -40.0% | +16.7% |
| 1Y | -23.6% | +41.0% | -64.6% | +48.7% |
| 3Y | -79.2% | +157.5% | -236.7% | +42.3% |
| All | -81.8% | +123.7% | -205.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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