-85.9%
SPXS vs SM
+119.2%
-205.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.6% |
| 7D | +1.2% | -0.2% | +1.5% | +1.2% |
| 30D | +5.2% | +20.3% | -15.1% | +12.2% |
| 3M | -9.2% | +22.9% | -32.1% | -2.5% |
| 6M | -29.6% | +47.8% | -77.4% | -18.5% |
| YTD | -27.6% | +107.5% | -135.1% | -2.3% |
| 1Y | -36.7% | +51.7% | -88.5% | -24.9% |
| 3Y | -79.8% | -0.9% | -79.0% | -76.1% |
| 5Y | -85.9% | +112.2% | -198.1% | -73.5% |
| All | -85.9% | +119.2% | -205.1% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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