+416.5%
TPR vs SPXS
-79.2%
+495.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.3% |
| 7D | +14.2% | +7.5% | +6.7% | +17.0% |
| 30D | +17.1% | +17.5% | -0.4% | +24.4% |
| 3M | -17.7% | +14.7% | -32.4% | -13.4% |
| 6M | -10.2% | -0.1% | -10.1% | -9.8% |
| YTD | +4.9% | -19.7% | +24.7% | -2.1% |
| 1Y | +36.1% | -23.6% | +59.7% | +25.1% |
| 3Y | +416.5% | -79.2% | +495.6% | +222.2% |
| All | +416.5% | -79.2% | +495.6% | +222.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling