-100.0%
SPXS vs PTC
+1,177.4%
-1,277.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | -4.7% |
| 7D | -0.1% | -10.3% | +10.2% | -10.2% |
| 30D | +0.8% | +1.1% | -0.3% | +2.3% |
| 3M | -4.7% | +1.6% | -6.3% | -3.7% |
| 6M | -29.6% | -13.5% | -16.2% | -39.4% |
| YTD | -29.8% | -19.1% | -10.8% | -43.2% |
| 1Y | -38.9% | -33.9% | -5.1% | -59.5% |
| 3Y | -79.6% | -3.9% | -75.7% | -76.3% |
| 5Y | -85.9% | +6.0% | -92.0% | -76.2% |
| 10Y | -99.5% | +223.7% | -323.3% | -95.1% |
| All | -100.0% | +1,177.4% | -1,277.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling