+4,870.4%
THC vs SPXS
-100.0%
+4,970.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.9% |
| 7D | +8.8% | +0.4% | +8.4% | +9.8% |
| 30D | +10.0% | +10.8% | -0.8% | +16.1% |
| 3M | +11.7% | +9.6% | +2.0% | +17.5% |
| 6M | +52.5% | -4.7% | +57.2% | +51.4% |
| YTD | +46.1% | -24.6% | +70.6% | +32.2% |
| 1Y | +49.1% | -24.6% | +73.7% | +35.8% |
| 3Y | +439.6% | -79.8% | +519.4% | +200.8% |
| 5Y | +263.2% | -83.3% | +346.5% | +132.7% |
| 10Y | +1,900.5% | -99.5% | +2,000.0% | +355.4% |
| All | +4,870.4% | -100.0% | +4,970.4% | +129.2% |
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 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