+1,269.7%
TPR vs SPXS
-100.0%
+1,369.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.6% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | +0.8% | -23.8% | -22.8% |
| 3M | -12.5% | -4.7% | -7.8% | -13.7% |
| 6M | -21.4% | -29.6% | +8.2% | -31.1% |
| YTD | -3.5% | -29.8% | +26.3% | -15.1% |
| 1Y | +17.4% | -38.9% | +56.3% | -1.5% |
| 3Y | +291.3% | -79.6% | +370.9% | +132.4% |
| 5Y | +241.9% | -85.9% | +327.8% | +114.9% |
| 10Y | +322.7% | -99.5% | +422.2% | +4.8% |
| All | +1,269.7% | -100.0% | +1,369.7% | -29.9% |
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 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