+228.2%
TER vs SPXS
-85.7%
+313.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +4.1% |
| 7D | +12.4% | +1.2% | +11.1% | +13.1% |
| 30D | +5.1% | +5.2% | 0.0% | +8.8% |
| 3M | +4.0% | -9.2% | +13.1% | +0.9% |
| 6M | +29.5% | -29.6% | +59.1% | +11.7% |
| YTD | +98.5% | -27.6% | +126.1% | +77.0% |
| 1Y | +234.1% | -36.7% | +270.8% | +182.7% |
| 3Y | +289.0% | -79.8% | +368.9% | +115.2% |
| 5Y | +228.2% | -85.9% | +314.0% | +105.7% |
| All | +228.2% | -85.7% | +313.9% | +105.7% |
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