+1,395.3%
TPR vs SPXS
-100.0%
+1,495.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -3.4% |
| 7D | +6.4% | +1.5% | +4.9% | +7.0% |
| 30D | +13.8% | +6.3% | +7.4% | +17.1% |
| 3M | -16.6% | +4.2% | -20.9% | -15.0% |
| 6M | +0.7% | -7.9% | +8.6% | -1.8% |
| YTD | +5.3% | -27.5% | +32.8% | -5.7% |
| 1Y | +32.4% | -27.0% | +59.4% | +19.4% |
| 3Y | +406.4% | -80.5% | +486.9% | +193.3% |
| 5Y | +227.9% | -84.0% | +311.9% | +117.3% |
| 10Y | +371.7% | -99.5% | +471.2% | +18.5% |
| All | +1,395.3% | -100.0% | +1,495.3% | -22.2% |
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 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