+57.0%
T vs SPXS
-83.7%
+140.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.3% |
| 7D | +1.6% | -9.5% | +11.1% | +0.9% |
| 30D | -2.9% | +7.4% | -10.3% | -2.3% |
| 3M | -7.5% | +6.1% | -13.6% | -6.9% |
| 6M | -9.9% | -7.3% | -2.6% | -10.2% |
| YTD | -6.4% | -26.7% | +20.3% | -8.6% |
| 1Y | -9.4% | -26.2% | +16.8% | -11.3% |
| 3Y | +64.9% | -80.3% | +145.2% | +39.0% |
| 5Y | +57.0% | -83.4% | +140.4% | +30.0% |
| All | +57.0% | -83.7% | +140.6% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling