+11,775.5%
TER vs SPXS
-100.0%
+11,875.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +6.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -8.3% | +0.8% | -9.1% | -7.7% |
| 3M | -12.2% | -4.7% | -7.5% | -11.4% |
| 6M | +17.1% | -29.6% | +46.7% | +3.9% |
| YTD | +84.7% | -29.8% | +114.5% | +65.6% |
| 1Y | +199.9% | -38.9% | +238.9% | +156.1% |
| 3Y | +232.8% | -79.6% | +312.4% | +99.6% |
| 5Y | +198.6% | -85.9% | +284.5% | +95.8% |
| 10Y | +1,669.7% | -99.5% | +1,769.3% | +266.9% |
| All | +11,775.5% | -100.0% | +11,875.5% | +262.4% |
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