-79.1%
SPXS vs TRU
-2.2%
-76.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.8% |
| 7D | +6.4% | -9.4% | +15.8% | +0.8% |
| 30D | +6.0% | -4.1% | +10.1% | +3.8% |
| 3M | -11.6% | +13.6% | -25.2% | -4.1% |
| 6M | -28.7% | +3.6% | -32.3% | -25.5% |
| YTD | -26.3% | -9.8% | -16.5% | -28.6% |
| 1Y | -34.9% | -13.6% | -21.3% | -38.2% |
| All | -79.1% | -2.2% | -76.8% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling