+8,672.9%
TER vs SPXS
-100.0%
+8,772.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.2% |
| 7D | +24.0% | -9.5% | +33.4% | +18.3% |
| 30D | -30.6% | +7.4% | -38.0% | -25.9% |
| 3M | -34.5% | +6.1% | -40.6% | -30.0% |
| 6M | -26.4% | -7.3% | -19.1% | -24.0% |
| YTD | +36.4% | -26.7% | +63.2% | +29.4% |
| 1Y | +47.4% | -26.2% | +73.6% | +42.0% |
| 3Y | +202.6% | -80.3% | +282.9% | +82.2% |
| 5Y | +83.9% | -83.4% | +167.3% | +34.1% |
| 10Y | +1,068.0% | -99.5% | +1,167.5% | +154.6% |
| All | +8,672.9% | -100.0% | +8,772.9% | +183.3% |
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