+43.6%
DE vs SPXS
-36.2%
+79.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.7% |
| 7D | -2.6% | +2.5% | -5.1% | -2.2% |
| 30D | +9.0% | +4.2% | +4.8% | +9.8% |
| 3M | +19.1% | -9.3% | +28.5% | +17.4% |
| 6M | +14.4% | -30.7% | +45.1% | +8.0% |
| YTD | +45.9% | -28.1% | +74.0% | +38.2% |
| 1Y | +43.6% | -35.1% | +78.7% | +37.7% |
| All | +43.6% | -36.2% | +79.8% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling