+99.6%
DE vs SPXS
-86.0%
+185.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.9% |
| 7D | -2.6% | +2.5% | -5.1% | -1.9% |
| 30D | +9.0% | +4.2% | +4.8% | +10.2% |
| 3M | +19.1% | -9.3% | +28.5% | +16.7% |
| 6M | +14.4% | -30.7% | +45.1% | +5.4% |
| YTD | +45.9% | -28.1% | +74.0% | +36.2% |
| 1Y | +43.6% | -35.1% | +78.7% | +31.0% |
| 3Y | +75.9% | -79.6% | +155.5% | +27.0% |
| All | +99.6% | -86.0% | +185.6% | +40.5% |
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