-100.0%
SPXS vs RY
+1,075.5%
-1,175.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +0.1% |
| 7D | -0.1% | +3.1% | -3.2% | +5.3% |
| 30D | +0.8% | -0.3% | +1.1% | +0.4% |
| 3M | -4.7% | +8.7% | -13.4% | +10.3% |
| 6M | -29.6% | +28.5% | -58.2% | +9.9% |
| YTD | -29.8% | +25.1% | -54.9% | +5.3% |
| 1Y | -38.9% | +46.3% | -85.2% | +20.2% |
| 3Y | -79.6% | +154.9% | -234.6% | +15.9% |
| 5Y | -85.9% | +140.3% | -226.2% | -9.6% |
| 10Y | -99.5% | +377.0% | -476.6% | -83.1% |
| All | -100.0% | +1,075.5% | -1,175.5% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling