+210.2%
TER vs SPXS
-80.8%
+290.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.9% | +12.2% | +5.2% |
| 7D | +5.9% | +1.5% | +4.4% | +10.1% |
| 30D | -30.8% | +6.3% | -37.1% | -24.6% |
| 3M | -29.9% | +4.2% | -34.2% | -24.2% |
| 6M | -27.5% | -7.9% | -19.5% | -25.2% |
| YTD | +37.5% | -27.5% | +65.0% | +25.3% |
| 1Y | +50.3% | -27.0% | +77.3% | +39.4% |
| All | +210.2% | -80.8% | +290.9% | +46.6% |
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 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