-12.8%
DT vs SPXS
-80.3%
+67.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.2% |
| 7D | +3.1% | -7.5% | +10.6% | +0.8% |
| 30D | -29.5% | +5.3% | -34.9% | -27.8% |
| 3M | -11.7% | +9.7% | -21.4% | -8.3% |
| 6M | +29.0% | -4.6% | +33.5% | +29.6% |
| YTD | +3.4% | -25.8% | +29.1% | -2.7% |
| 1Y | -4.2% | -28.8% | +24.5% | -10.8% |
| 3Y | -12.8% | -80.2% | +67.3% | -42.4% |
| All | -12.8% | -80.3% | +67.5% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling