-5.7%
DT vs SPXS
-30.2%
+24.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -1.5% |
| 7D | -25.5% | +2.2% | -27.7% | -25.1% |
| 30D | -22.3% | +3.8% | -26.1% | -21.6% |
| 3M | +2.3% | +3.3% | -1.0% | +3.4% |
| 6M | +20.7% | -16.7% | +37.4% | +18.2% |
| YTD | +7.9% | -28.5% | +36.5% | +5.6% |
| 1Y | -5.7% | -30.4% | +24.7% | -8.3% |
| All | -5.7% | -30.2% | +24.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling