+89.2%
TER vs SPXS
-83.8%
+173.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.9% | +12.2% | +5.7% |
| 7D | +5.9% | +1.5% | +4.4% | +9.5% |
| 30D | -30.8% | +6.3% | -37.1% | -25.5% |
| 3M | -29.9% | +4.2% | -34.2% | -25.1% |
| 6M | -27.5% | -7.9% | -19.5% | -25.3% |
| YTD | +37.5% | -27.5% | +65.0% | +27.7% |
| 1Y | +50.3% | -27.0% | +77.3% | +41.8% |
| 3Y | +204.9% | -80.5% | +285.4% | +70.2% |
| 5Y | +89.2% | -84.0% | +173.1% | +31.7% |
| All | +89.2% | -83.8% | +173.0% | +31.7% |
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