+1,391.3%
TRV vs SPXS
-100.0%
+1,491.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.7% |
| 7D | +0.2% | +1.2% | -1.1% | +0.6% |
| 30D | -2.3% | +5.2% | -7.5% | -0.9% |
| 3M | +22.7% | -9.2% | +31.9% | +19.8% |
| 6M | +21.9% | -29.6% | +51.5% | +11.4% |
| YTD | +27.5% | -27.6% | +55.1% | +17.6% |
| 1Y | +36.2% | -36.7% | +73.0% | +21.6% |
| 3Y | +140.6% | -79.8% | +220.4% | +65.6% |
| 5Y | +154.5% | -85.9% | +240.4% | +75.7% |
| 10Y | +295.4% | -99.5% | +395.0% | +28.4% |
| All | +1,391.3% | -100.0% | +1,491.3% | +25.2% |
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