-25.0%
TEVA vs SPXS
-99.6%
+74.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | +1.2% |
| 7D | +2.0% | +2.5% | -0.5% | +2.9% |
| 30D | +1.0% | +4.2% | -3.2% | +2.5% |
| 3M | +7.3% | -9.3% | +16.6% | +4.0% |
| 6M | +21.7% | -30.7% | +52.4% | +9.0% |
| YTD | +18.8% | -28.1% | +46.9% | +8.2% |
| 1Y | +86.5% | -35.1% | +121.5% | +65.3% |
| 3Y | +269.4% | -79.6% | +349.0% | +140.5% |
| 5Y | +303.6% | -86.3% | +389.9% | +166.8% |
| All | -25.0% | -99.6% | +74.6% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling