+41.1%
TLT vs SPXS
-100.0%
+141.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.6% | +0.8% | -1.4% | -0.7% |
| 3M | -2.7% | -4.7% | +2.0% | -2.6% |
| 6M | -5.6% | -29.6% | +24.0% | -3.2% |
| YTD | -2.8% | -29.8% | +27.0% | -0.4% |
| 1Y | -1.4% | -38.9% | +37.5% | +2.0% |
| 3Y | -1.6% | -79.6% | +78.0% | +9.9% |
| 5Y | -33.8% | -85.9% | +52.1% | -26.7% |
| 10Y | -21.1% | -99.5% | +78.4% | +22.0% |
| All | +41.1% | -100.0% | +141.1% | +261.1% |
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 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