-86.2%
SPXS vs TENB
-35.4%
-50.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -5.4% |
| 7D | +2.5% | -12.1% | +14.6% | -3.8% |
| 30D | +4.2% | -18.6% | +22.8% | -5.2% |
| 3M | -9.3% | +12.1% | -21.4% | -0.3% |
| 6M | -30.7% | +46.8% | -77.5% | -10.1% |
| YTD | -28.1% | +28.0% | -56.0% | -12.8% |
| 1Y | -35.1% | -1.4% | -33.7% | -32.3% |
| 3Y | -79.6% | -33.9% | -45.6% | -81.0% |
| All | -86.2% | -35.4% | -50.7% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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