+104.5%
ED vs SPXS
-99.6%
+204.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.5% |
| 7D | -0.8% | +2.5% | -3.3% | -0.5% |
| 30D | -0.4% | +4.2% | -4.6% | +0.1% |
| 3M | +0.5% | -9.3% | +9.8% | -0.6% |
| 6M | -3.1% | -30.7% | +27.6% | -7.0% |
| YTD | +9.8% | -28.1% | +37.9% | +6.0% |
| 1Y | +12.6% | -35.1% | +47.6% | +7.3% |
| 3Y | +31.4% | -79.6% | +111.0% | +8.9% |
| 5Y | +69.4% | -86.3% | +155.7% | +39.7% |
| All | +104.5% | -99.6% | +204.0% | +13.0% |
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