+2,976.2%
DE vs SPXS
-100.0%
+3,076.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | 0.0% |
| 7D | -3.0% | +1.2% | -4.3% | -2.6% |
| 30D | +11.1% | +5.2% | +6.0% | +13.2% |
| 3M | +17.6% | -9.2% | +26.8% | +14.3% |
| 6M | +13.6% | -29.6% | +43.2% | +1.4% |
| YTD | +46.3% | -27.6% | +73.9% | +32.5% |
| 1Y | +44.2% | -36.7% | +80.9% | +24.8% |
| 3Y | +76.6% | -79.8% | +156.4% | +9.7% |
| 5Y | +98.2% | -85.9% | +184.1% | +25.2% |
| 10Y | +863.5% | -99.5% | +963.1% | +129.5% |
| All | +2,976.2% | -100.0% | +3,076.2% | +27.7% |
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 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