+22.5%
TOST vs SPXS
-2.5%
+24.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.5% |
| 7D | +9.4% | +7.5% | +1.9% | +10.9% |
| 30D | +13.5% | +17.5% | -4.0% | +17.1% |
| 3M | -0.1% | +14.7% | -14.8% | +2.8% |
| 6M | +22.5% | -0.1% | +22.6% | +26.7% |
| All | +22.5% | -2.5% | +24.9% | +26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling