+307.1%
TPR vs SPXS
-99.5%
+406.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +2.8% |
| 7D | -5.1% | +6.4% | -11.5% | -2.3% |
| 30D | -27.6% | +6.0% | -33.5% | -25.7% |
| 3M | -17.5% | -11.6% | -5.8% | -21.7% |
| 6M | -21.3% | -28.7% | +7.4% | -31.3% |
| YTD | -8.5% | -26.3% | +17.8% | -18.3% |
| 1Y | +11.5% | -34.9% | +46.4% | -4.9% |
| 3Y | +288.0% | -79.5% | +367.5% | +121.2% |
| 5Y | +225.2% | -85.9% | +311.1% | +95.8% |
| All | +307.1% | -99.5% | +406.6% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling