-20.7%
TLT vs SPXS
-99.6%
+78.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | -1.6% | +2.5% | -4.1% | -1.7% |
| 30D | -1.1% | +4.2% | -5.3% | -1.3% |
| 3M | -4.9% | -9.3% | +4.5% | -4.5% |
| 6M | -5.0% | -30.7% | +25.7% | -3.8% |
| YTD | -4.4% | -28.1% | +23.7% | -3.3% |
| 1Y | -6.4% | -35.1% | +28.7% | -5.0% |
| 3Y | -2.0% | -79.6% | +77.6% | +4.0% |
| 5Y | -35.0% | -86.3% | +51.3% | -31.4% |
| All | -20.7% | -99.6% | +78.9% | +9.1% |
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