+379.8%
T vs SPXS
-100.0%
+479.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.7% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +11.4% | +0.8% | +10.5% | +11.6% |
| 3M | +14.3% | -4.7% | +19.0% | +13.5% |
| 6M | -9.3% | -29.6% | +20.4% | -14.9% |
| YTD | +7.1% | -29.8% | +36.9% | +0.5% |
| 1Y | -9.1% | -38.9% | +29.8% | -16.9% |
| 3Y | +105.3% | -79.6% | +185.0% | +55.4% |
| 5Y | +66.8% | -85.9% | +152.7% | +26.5% |
| 10Y | +66.8% | -99.5% | +166.3% | -26.4% |
| All | +379.8% | -100.0% | +479.8% | -13.0% |
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 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