+437.6%
TECH vs SPXS
-100.0%
+537.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | +0.3% |
| 7D | +0.2% | -9.5% | +9.7% | -2.4% |
| 30D | +0.5% | +7.4% | -6.9% | +2.9% |
| 3M | +1.0% | +6.1% | -5.2% | +3.1% |
| 6M | +54.1% | -7.3% | +61.3% | +52.7% |
| YTD | +24.4% | -26.7% | +51.1% | +16.6% |
| 1Y | +19.3% | -26.2% | +45.5% | +12.5% |
| 3Y | +28.5% | -80.3% | +108.9% | -7.3% |
| 5Y | -41.0% | -83.4% | +42.5% | -53.5% |
| 10Y | +189.3% | -99.5% | +288.8% | +27.8% |
| All | +437.6% | -100.0% | +537.6% | +13.3% |
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