-24.5%
TE vs SPXS
-79.1%
+54.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -5.1% |
| 7D | +0.9% | +6.4% | -5.5% | +6.5% |
| 30D | -16.3% | +6.0% | -22.3% | -11.3% |
| 3M | -40.8% | -11.6% | -29.1% | -43.9% |
| 6M | -42.6% | -28.7% | -13.9% | -51.6% |
| YTD | -31.4% | -26.3% | -5.2% | -39.3% |
| 1Y | +144.9% | -34.9% | +179.8% | +104.5% |
| All | -24.5% | -79.1% | +54.6% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling