+1,389.2%
TPR vs SPXS
-100.0%
+1,489.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.4% |
| 7D | +14.2% | +7.5% | +6.7% | +17.7% |
| 30D | +17.1% | +17.5% | -0.4% | +25.7% |
| 3M | -17.7% | +14.7% | -32.4% | -12.7% |
| 6M | -10.2% | -0.1% | -10.1% | -9.3% |
| YTD | +4.9% | -19.7% | +24.7% | -1.9% |
| 1Y | +36.1% | -23.6% | +59.7% | +25.2% |
| 3Y | +416.5% | -79.2% | +495.6% | +207.5% |
| 5Y | +254.8% | -81.7% | +336.5% | +148.6% |
| 10Y | +391.7% | -99.5% | +491.3% | +23.1% |
| All | +1,389.2% | -100.0% | +1,489.2% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling