+114.1%
DT vs SPXS
-98.3%
+212.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.6% |
| 7D | -1.6% | +2.5% | -4.1% | -0.6% |
| 30D | +3.0% | +4.2% | -1.2% | +4.9% |
| 3M | +26.5% | -9.3% | +35.8% | +22.5% |
| 6M | +35.9% | -30.7% | +66.6% | +19.1% |
| YTD | +17.8% | -28.1% | +45.9% | +5.5% |
| 1Y | +4.1% | -35.1% | +39.1% | -9.9% |
| 3Y | +5.3% | -79.6% | +84.9% | -36.6% |
| 5Y | -27.2% | -86.3% | +59.1% | -53.4% |
| All | +114.1% | -98.3% | +212.5% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling