-98.2%
SPXS vs TXG
+24.6%
-122.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +2.4% |
| 7D | +1.2% | +9.1% | -7.9% | +4.6% |
| 30D | +5.2% | +14.9% | -9.7% | +11.2% |
| 3M | -9.2% | +120.0% | -129.1% | +26.0% |
| 6M | -29.6% | +221.8% | -251.4% | +16.4% |
| YTD | -27.6% | +312.6% | -340.2% | +33.7% |
| 1Y | -36.7% | +398.4% | -435.2% | +29.9% |
| 3Y | -79.8% | +42.1% | -121.9% | -68.5% |
| 5Y | -85.9% | -63.5% | -22.4% | -81.5% |
| All | -98.2% | +24.6% | -122.8% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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