+372.3%
EAT vs SPXS
-99.5%
+471.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | +0.6% |
| 7D | -6.2% | +6.4% | -12.6% | -3.4% |
| 30D | -3.0% | +6.0% | -9.0% | -0.3% |
| 3M | +45.6% | -11.6% | +57.3% | +38.0% |
| 6M | +53.5% | -28.7% | +82.3% | +33.4% |
| YTD | +49.6% | -26.3% | +75.9% | +33.0% |
| 1Y | +38.9% | -34.9% | +73.8% | +17.2% |
| 3Y | +589.7% | -79.5% | +669.1% | +284.5% |
| 5Y | +318.7% | -85.9% | +404.6% | +147.3% |
| All | +372.3% | -99.5% | +471.8% | +29.9% |
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 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