+49.6%
ED vs SPXS
-80.6%
+130.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -1.7% | -9.5% | +7.7% | -1.1% |
| 30D | +10.7% | +7.4% | +3.3% | +10.1% |
| 3M | +11.6% | +6.1% | +5.5% | +11.1% |
| 6M | +13.5% | -7.3% | +20.8% | +13.7% |
| YTD | +23.1% | -26.7% | +49.9% | +24.7% |
| 1Y | +23.1% | -26.2% | +49.3% | +24.6% |
| All | +49.6% | -80.6% | +130.1% | +31.6% |
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 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