+903.6%
TMUS vs SPXS
-100.0%
+1,003.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +5.3% | +0.8% | +4.4% | +5.6% |
| 3M | +3.1% | -4.7% | +7.9% | +2.1% |
| 6M | -16.5% | -29.6% | +13.2% | -24.3% |
| YTD | -9.2% | -29.8% | +20.6% | -17.6% |
| 1Y | -26.5% | -38.9% | +12.5% | -36.0% |
| 3Y | +39.0% | -79.6% | +118.6% | -8.4% |
| 5Y | +40.4% | -85.9% | +126.3% | -7.0% |
| 10Y | +303.7% | -99.5% | +403.2% | +11.8% |
| All | +903.6% | -100.0% | +1,003.6% | -30.0% |
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