+4,438.5%
THC vs SPXS
-100.0%
+4,538.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.2% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +1.3% | +0.8% | +0.4% | +1.7% |
| 3M | +64.2% | -4.7% | +69.0% | +61.7% |
| 6M | +8.3% | -29.6% | +37.9% | -6.1% |
| YTD | +33.4% | -29.8% | +63.2% | +15.8% |
| 1Y | +37.7% | -38.9% | +76.6% | +13.1% |
| 3Y | +236.8% | -79.6% | +316.4% | +89.1% |
| 5Y | +249.3% | -85.9% | +335.2% | +106.6% |
| 10Y | +995.2% | -99.5% | +1,094.8% | +139.6% |
| All | +4,438.5% | -100.0% | +4,538.5% | +100.7% |
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 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