+110.8%
EAT vs SPXS
-30.2%
+141.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.2% | +5.0% |
| 7D | -0.1% | +2.2% | -2.3% | +0.5% |
| 30D | +13.5% | +3.8% | +9.8% | +14.7% |
| 3M | +1.0% | +3.3% | -2.3% | +2.2% |
| 6M | +57.3% | -16.7% | +73.9% | +48.2% |
| YTD | +53.6% | -28.5% | +82.1% | +37.6% |
| 1Y | +110.8% | -30.4% | +141.2% | +87.9% |
| All | +110.8% | -30.2% | +141.0% | +87.9% |
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