+117.6%
DT vs SPXS
-98.4%
+216.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | +2.0% | +0.8% | +1.2% | +2.6% |
| 3M | +20.0% | -4.7% | +24.7% | +18.7% |
| 6M | +39.3% | -29.6% | +68.9% | +22.8% |
| YTD | +19.8% | -29.8% | +49.6% | +6.2% |
| 1Y | +4.3% | -38.9% | +43.2% | -12.0% |
| 3Y | +7.7% | -79.6% | +87.3% | -35.1% |
| 5Y | -26.8% | -85.9% | +59.1% | -52.7% |
| All | +117.6% | -98.4% | +216.0% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling