+5,098.6%
EAT vs SPXS
-100.0%
+5,198.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.9% |
| 7D | -4.0% | -7.5% | +3.5% | -7.1% |
| 30D | -2.9% | +5.3% | -8.2% | +0.2% |
| 3M | -16.9% | +9.7% | -26.6% | -12.6% |
| 6M | +57.0% | -4.6% | +61.5% | +56.4% |
| YTD | +38.2% | -25.8% | +64.0% | +25.7% |
| 1Y | +69.3% | -28.8% | +98.1% | +51.8% |
| 3Y | +483.0% | -80.2% | +563.1% | +240.8% |
| 5Y | +364.1% | -83.2% | +447.4% | +216.1% |
| 10Y | +320.8% | -99.5% | +420.3% | +15.2% |
| All | +5,098.6% | -100.0% | +5,198.6% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling