+9.5%
TPR vs SPXS
-37.2%
+46.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -2.7% |
| 7D | -7.3% | +1.2% | -8.6% | -6.8% |
| 30D | -30.7% | +5.2% | -35.9% | -29.4% |
| 3M | -21.6% | -9.2% | -12.5% | -24.4% |
| 6M | -21.3% | -29.6% | +8.3% | -31.9% |
| YTD | -10.2% | -27.6% | +17.5% | -20.9% |
| 1Y | +9.5% | -36.7% | +46.2% | -11.9% |
| All | +9.5% | -37.2% | +46.7% | -11.9% |
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