-26.7%
DT vs SPXS
-85.4%
+58.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +2.4% |
| 7D | -2.5% | +6.4% | -8.9% | 0.0% |
| 30D | +3.5% | +6.0% | -2.4% | +6.3% |
| 3M | +26.7% | -11.6% | +38.3% | +21.2% |
| 6M | +36.1% | -28.7% | +64.8% | +19.9% |
| YTD | +18.6% | -26.3% | +44.9% | +6.8% |
| 1Y | +7.9% | -34.9% | +42.8% | -7.2% |
| 3Y | +8.6% | -79.5% | +88.0% | -38.1% |
| 5Y | -26.7% | -85.9% | +59.3% | -53.6% |
| All | -26.7% | -85.4% | +58.7% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling