+49.9%
TSLA vs SPXS
-85.7%
+135.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | +0.9% |
| 7D | +3.0% | +1.2% | +1.8% | +4.1% |
| 30D | +11.2% | +5.2% | +6.0% | +15.5% |
| 3M | -7.3% | -9.2% | +1.9% | -10.6% |
| 6M | -7.7% | -29.6% | +21.8% | -23.2% |
| YTD | -18.2% | -27.6% | +9.4% | -29.8% |
| 1Y | +6.0% | -36.7% | +42.7% | -14.8% |
| 3Y | +48.0% | -79.8% | +127.8% | -24.3% |
| All | +49.9% | -85.7% | +135.5% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling