-48.5%
TE vs SPXS
-97.7%
+49.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.6% | +8.4% | +10.6% |
| 7D | +18.2% | -1.5% | +19.8% | +17.5% |
| 30D | -13.5% | +3.7% | -17.2% | -12.1% |
| 3M | -44.6% | -9.6% | -35.0% | -45.2% |
| 6M | -24.7% | -32.4% | +7.7% | -31.3% |
| YTD | -24.3% | -28.7% | +4.4% | -28.8% |
| 1Y | +155.6% | -38.1% | +193.6% | +133.6% |
| 3Y | -18.3% | -80.1% | +61.9% | -37.2% |
| 5Y | -41.3% | -85.9% | +44.6% | -54.2% |
| All | -48.5% | -97.7% | +49.2% | -60.3% |
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 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