+37.4%
TLT vs SPXS
-100.0%
+137.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -3.1% | -7.5% | +4.4% | -2.5% |
| 30D | +1.0% | +5.3% | -4.3% | +0.5% |
| 3M | -2.7% | +9.7% | -12.4% | -3.7% |
| 6M | -4.1% | -4.6% | +0.4% | -4.2% |
| YTD | -5.4% | -25.8% | +20.4% | -3.7% |
| 1Y | -7.0% | -28.8% | +21.8% | -5.1% |
| 3Y | +2.8% | -80.2% | +83.0% | +15.3% |
| 5Y | -35.4% | -83.2% | +47.8% | -29.7% |
| 10Y | -13.1% | -99.5% | +86.4% | +33.7% |
| All | +37.4% | -100.0% | +137.4% | +249.2% |
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