+319.9%
EAT vs SPXS
-86.0%
+405.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -2.0% |
| 7D | -7.7% | +2.5% | -10.2% | -6.7% |
| 30D | -13.6% | +4.2% | -17.8% | -12.0% |
| 3M | +33.9% | -9.3% | +43.2% | +28.8% |
| 6M | +47.2% | -30.7% | +77.9% | +28.1% |
| YTD | +48.1% | -28.1% | +76.1% | +31.7% |
| 1Y | +33.7% | -35.1% | +68.7% | +14.5% |
| 3Y | +595.8% | -79.6% | +675.4% | +307.2% |
| All | +319.9% | -86.0% | +405.8% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling