-100.0%
SPXS vs TDY
+1,341.5%
-1,441.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +2.2% |
| 7D | +6.4% | -1.9% | +8.3% | +3.7% |
| 30D | +6.0% | -12.5% | +18.5% | -11.4% |
| 3M | -11.6% | -0.8% | -10.8% | -11.3% |
| 6M | -28.7% | -9.0% | -19.7% | -34.7% |
| YTD | -26.3% | +16.8% | -43.1% | -4.5% |
| 1Y | -34.9% | +9.5% | -44.4% | -22.1% |
| 3Y | -79.5% | +45.4% | -124.9% | -58.0% |
| 5Y | -85.9% | +37.8% | -123.7% | -65.2% |
| 10Y | -99.5% | +470.2% | -569.7% | -83.6% |
| All | -100.0% | +1,341.5% | -1,441.5% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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