+319.1%
T vs SPXS
-100.0%
+419.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.2% |
| 7D | +1.6% | -9.5% | +11.1% | -0.2% |
| 30D | -2.9% | +7.4% | -10.3% | -1.3% |
| 3M | -7.5% | +6.1% | -13.6% | -6.1% |
| 6M | -9.9% | -7.3% | -2.6% | -10.7% |
| YTD | -6.4% | -26.7% | +20.3% | -11.3% |
| 1Y | -9.4% | -26.2% | +16.8% | -13.9% |
| 3Y | +64.9% | -80.3% | +145.2% | +23.5% |
| 5Y | +57.0% | -83.4% | +140.4% | +23.3% |
| 10Y | +60.8% | -99.5% | +160.3% | -28.4% |
| All | +319.1% | -100.0% | +419.1% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling