+41.9%
TMUS vs SPXS
-85.7%
+127.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.2% |
| 7D | -5.3% | +1.2% | -6.6% | -5.1% |
| 30D | +0.1% | +5.2% | -5.1% | +0.8% |
| 3M | -0.6% | -9.2% | +8.6% | -1.7% |
| 6M | -17.5% | -29.6% | +12.0% | -21.2% |
| YTD | -11.3% | -27.6% | +16.4% | -14.8% |
| 1Y | -25.4% | -36.7% | +11.3% | -29.8% |
| 3Y | +35.5% | -79.8% | +115.4% | +7.1% |
| 5Y | +41.9% | -85.9% | +127.8% | +11.1% |
| All | +41.9% | -85.7% | +127.6% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling