-100.0%
SPXS vs SM
+81.5%
-181.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.1% | +2.7% |
| 7D | -9.5% | +10.6% | -20.1% | -6.4% |
| 30D | +7.4% | -15.0% | +22.4% | +2.2% |
| 3M | +6.1% | +1.7% | +4.4% | +7.2% |
| 6M | -7.3% | +5.9% | -13.1% | -4.8% |
| YTD | -26.7% | +79.0% | -105.7% | -9.7% |
| 1Y | -26.2% | +84.7% | -110.9% | -7.9% |
| 3Y | -80.3% | -3.5% | -76.9% | -77.5% |
| 5Y | -83.4% | +4.9% | -88.4% | -77.0% |
| 10Y | -99.5% | +17.7% | -117.2% | -98.4% |
| All | -100.0% | +81.5% | -181.5% | -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