+75.9%
DE vs SPXS
-79.6%
+155.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.9% |
| 7D | -2.6% | +2.5% | -5.1% | -2.0% |
| 30D | +9.0% | +4.2% | +4.8% | +10.1% |
| 3M | +19.1% | -9.3% | +28.5% | +16.8% |
| 6M | +14.4% | -30.7% | +45.1% | +5.7% |
| YTD | +45.9% | -28.1% | +74.0% | +36.5% |
| 1Y | +43.6% | -35.1% | +78.7% | +31.3% |
| 3Y | +75.9% | -79.6% | +155.5% | +25.0% |
| All | +75.9% | -79.6% | +155.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling