-53.1%
TE vs SPXS
-97.7%
+44.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | -0.3% |
| 7D | +0.2% | +2.5% | -2.3% | +1.2% |
| 30D | -5.9% | +4.2% | -10.1% | -4.1% |
| 3M | -45.6% | -9.3% | -36.3% | -46.3% |
| 6M | -43.4% | -30.7% | -12.7% | -47.8% |
| YTD | -31.0% | -28.1% | -2.9% | -34.8% |
| 1Y | +145.2% | -35.1% | +180.3% | +128.0% |
| 3Y | -24.1% | -79.6% | +55.5% | -41.2% |
| 5Y | -48.1% | -86.3% | +38.1% | -59.4% |
| All | -53.1% | -97.7% | +44.6% | -63.7% |
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