-100.0%
SPXS vs SM
+101.9%
-201.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +0.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +0.8% | +26.3% | -25.5% | +9.0% |
| 3M | -4.7% | +8.7% | -13.4% | -1.9% |
| 6M | -29.6% | +51.7% | -81.3% | -19.1% |
| YTD | -29.8% | +99.0% | -128.9% | -10.8% |
| 1Y | -38.9% | +34.6% | -73.5% | -31.4% |
| 3Y | -79.6% | -7.8% | -71.9% | -77.0% |
| 5Y | -85.9% | +104.8% | -190.7% | -75.5% |
| 10Y | -99.5% | +7.2% | -106.8% | -98.6% |
| All | -100.0% | +101.9% | -201.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling