+605.0%
EAT vs SPXS
-79.5%
+684.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.7% | -2.7% |
| 7D | -6.8% | +1.2% | -8.0% | -6.3% |
| 30D | -5.4% | +5.2% | -10.6% | -3.6% |
| 3M | +42.8% | -9.2% | +51.9% | +38.5% |
| 6M | +56.5% | -29.6% | +86.1% | +39.4% |
| YTD | +50.0% | -27.6% | +77.6% | +35.7% |
| 1Y | +38.3% | -36.7% | +75.0% | +19.5% |
| All | +605.0% | -79.5% | +684.5% | +368.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling