-85.9%
SPXS vs PTC
-0.9%
-84.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | -1.5% |
| 7D | +1.2% | -13.6% | +14.8% | -11.0% |
| 30D | +5.2% | -14.7% | +19.8% | -8.3% |
| 3M | -9.2% | -5.9% | -3.3% | -14.6% |
| 6M | -29.6% | -21.1% | -8.5% | -44.9% |
| YTD | -27.6% | -26.0% | -1.6% | -46.9% |
| 1Y | -36.7% | -36.8% | +0.1% | -60.6% |
| 3Y | -79.8% | -10.3% | -69.6% | -76.4% |
| 5Y | -85.9% | +1.2% | -87.0% | -73.7% |
| All | -85.9% | -0.9% | -84.9% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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