-48.5%
TE vs SPXS
-85.4%
+36.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -5.4% |
| 7D | +0.9% | +6.4% | -5.5% | +5.3% |
| 30D | -16.3% | +6.0% | -22.3% | -12.3% |
| 3M | -40.8% | -11.6% | -29.1% | -43.2% |
| 6M | -42.6% | -28.7% | -13.9% | -50.1% |
| YTD | -31.4% | -26.3% | -5.2% | -37.9% |
| 1Y | +144.9% | -34.9% | +179.8% | +111.7% |
| 3Y | -26.0% | -79.5% | +53.4% | -57.6% |
| 5Y | -48.5% | -85.9% | +37.4% | -64.6% |
| All | -48.5% | -85.4% | +36.9% | -64.6% |
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