+66.9%
T vs SPXS
-99.5%
+166.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.9% |
| 7D | -2.4% | +6.4% | -8.8% | -1.3% |
| 30D | +4.3% | +6.0% | -1.7% | +5.4% |
| 3M | +11.6% | -11.6% | +23.2% | +9.3% |
| 6M | -5.6% | -28.7% | +23.1% | -10.8% |
| YTD | +6.6% | -26.3% | +32.8% | +1.3% |
| 1Y | -8.4% | -34.9% | +26.5% | -14.7% |
| 3Y | +107.8% | -79.5% | +187.3% | +58.4% |
| 5Y | +68.3% | -85.9% | +154.2% | +28.2% |
| All | +66.9% | -99.5% | +166.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling