+29.2%
TPR vs SPXS
-25.7%
+54.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.3% |
| 7D | -1.1% | -9.5% | +8.3% | -3.2% |
| 30D | +15.1% | +7.4% | +7.7% | +17.6% |
| 3M | -13.4% | +6.1% | -19.5% | -11.7% |
| 6M | +1.4% | -7.3% | +8.6% | -1.3% |
| YTD | +4.8% | -26.7% | +31.5% | -6.8% |
| 1Y | +29.2% | -26.2% | +55.4% | +15.7% |
| All | +29.2% | -25.7% | +54.9% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling