+356.2%
TPR vs SPXS
-99.5%
+455.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.4% |
| 7D | -0.3% | -7.5% | +7.2% | -3.7% |
| 30D | +15.1% | +5.3% | +9.8% | +18.1% |
| 3M | +3.5% | +9.7% | -6.2% | +8.4% |
| 6M | +0.4% | -4.6% | +5.0% | -0.6% |
| YTD | +4.6% | -25.8% | +30.4% | -6.1% |
| 1Y | +33.1% | -28.8% | +61.9% | +17.6% |
| 3Y | +396.0% | -80.2% | +476.1% | +176.3% |
| 5Y | +230.3% | -83.2% | +313.5% | +115.9% |
| All | +356.2% | -99.5% | +455.7% | +5.4% |
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