-100.0%
SPXS vs SM
+81.3%
-181.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -7.5% | +9.4% | -16.9% | -4.7% |
| 30D | +5.3% | -14.4% | +19.7% | +0.5% |
| 3M | +9.7% | +1.6% | +8.1% | +10.8% |
| 6M | -4.6% | +6.3% | -10.9% | -1.9% |
| YTD | -25.8% | +78.8% | -104.6% | -8.6% |
| 1Y | -28.8% | +83.1% | -111.9% | -11.4% |
| 3Y | -80.2% | -5.9% | -74.3% | -77.4% |
| 5Y | -83.2% | +4.8% | -88.0% | -76.7% |
| 10Y | -99.5% | +17.5% | -117.0% | -98.4% |
| All | -100.0% | +81.3% | -181.3% | -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