+293.7%
TPR vs SPXS
-80.2%
+374.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -3.1% |
| 7D | -3.4% | -1.5% | -1.8% | -3.9% |
| 30D | -27.3% | +3.7% | -31.0% | -26.4% |
| 3M | -16.2% | -9.6% | -6.6% | -19.1% |
| 6M | -17.9% | -32.4% | +14.5% | -28.6% |
| YTD | -7.1% | -28.7% | +21.5% | -16.9% |
| 1Y | +13.6% | -38.1% | +51.7% | -2.8% |
| 3Y | +293.7% | -80.1% | +373.9% | +154.5% |
| All | +293.7% | -80.2% | +374.0% | +154.5% |
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