+52.8%
TMUS vs SPXS
-83.8%
+136.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +1.3% |
| 7D | +8.2% | +1.5% | +6.7% | +8.5% |
| 30D | +13.4% | +6.3% | +7.0% | +14.4% |
| 3M | -3.0% | +4.2% | -7.3% | -2.3% |
| 6M | -8.8% | -7.9% | -0.9% | -9.4% |
| YTD | -13.8% | -27.5% | +13.6% | -17.1% |
| 1Y | -17.1% | -27.0% | +10.0% | -20.1% |
| 3Y | +22.7% | -80.5% | +103.2% | -3.9% |
| 5Y | +52.8% | -84.0% | +136.8% | +23.5% |
| All | +52.8% | -83.8% | +136.6% | +23.5% |
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