-100.0%
SPXS vs DTE
+743.4%
-843.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -4.2% |
| 7D | +2.5% | -2.6% | +5.1% | -1.2% |
| 30D | +4.2% | -4.4% | +8.6% | -2.1% |
| 3M | -9.3% | -8.3% | -1.0% | -20.0% |
| 6M | -30.7% | -8.1% | -22.6% | -38.7% |
| YTD | -28.1% | +4.4% | -32.5% | -24.1% |
| 1Y | -35.1% | +0.2% | -35.2% | -35.4% |
| 3Y | -79.6% | +42.6% | -122.2% | -64.6% |
| 5Y | -86.3% | +31.5% | -117.7% | -76.1% |
| 10Y | -99.5% | +138.2% | -237.8% | -96.4% |
| All | -100.0% | +743.4% | -843.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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