-53.1%
TEAM vs SPXS
-85.7%
+32.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +1.6% |
| 7D | -4.7% | +1.2% | -5.9% | -3.8% |
| 30D | +17.0% | +5.2% | +11.9% | +20.9% |
| 3M | +85.9% | -9.2% | +95.1% | +78.2% |
| 6M | +116.7% | -29.6% | +146.2% | +81.2% |
| YTD | +9.6% | -27.6% | +37.2% | -6.3% |
| 1Y | -2.5% | -36.7% | +34.2% | -22.4% |
| 3Y | -14.0% | -79.8% | +65.9% | -59.6% |
| 5Y | -53.1% | -85.9% | +32.8% | -73.2% |
| All | -53.1% | -85.7% | +32.6% | -73.2% |
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