-60.0%
SPXS vs SARO
-23.7%
-36.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.2% | +0.2% |
| 7D | +6.4% | -4.0% | +10.4% | +3.5% |
| 30D | +6.0% | -16.1% | +22.1% | -5.9% |
| 3M | -11.6% | -4.5% | -7.1% | -12.8% |
| 6M | -28.7% | -17.0% | -11.7% | -35.3% |
| YTD | -26.3% | -17.5% | -8.7% | -32.6% |
| 1Y | -34.9% | -12.3% | -22.6% | -36.2% |
| All | -60.0% | -23.7% | -36.3% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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