+310.8%
EAT vs SPXS
-99.5%
+410.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +1.0% |
| 7D | -4.0% | -7.5% | +3.5% | -7.3% |
| 30D | -2.9% | +5.3% | -8.2% | +0.5% |
| 3M | -16.9% | +9.7% | -26.6% | -12.2% |
| 6M | +57.0% | -4.6% | +61.5% | +56.2% |
| YTD | +38.2% | -25.8% | +64.0% | +24.4% |
| 1Y | +69.3% | -28.8% | +98.1% | +50.0% |
| 3Y | +483.0% | -80.2% | +563.1% | +219.0% |
| 5Y | +364.1% | -83.2% | +447.4% | +200.2% |
| All | +310.8% | -99.5% | +410.3% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling