+5,934.5%
EAT vs SPXS
-100.0%
+6,034.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +1.9% | +0.8% | +1.1% | +2.3% |
| 3M | +68.7% | -4.7% | +73.4% | +65.9% |
| 6M | +66.9% | -29.6% | +96.5% | +46.1% |
| YTD | +60.4% | -29.8% | +90.2% | +41.0% |
| 1Y | +44.0% | -38.9% | +82.9% | +20.0% |
| 3Y | +604.7% | -79.6% | +684.3% | +316.4% |
| 5Y | +347.0% | -85.9% | +432.9% | +181.1% |
| 10Y | +390.8% | -99.5% | +490.3% | +30.4% |
| All | +5,934.5% | -100.0% | +6,034.5% | +198.2% |
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