+33.6%
ED vs SPXS
-79.8%
+113.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | +0.5% | -1.5% | +2.1% | +0.6% |
| 30D | +1.1% | +3.7% | -2.6% | +0.9% |
| 3M | +4.6% | -9.6% | +14.2% | +5.1% |
| 6M | -2.0% | -32.4% | +30.4% | -0.5% |
| YTD | +11.7% | -28.7% | +40.4% | +13.1% |
| 1Y | +15.7% | -38.1% | +53.8% | +17.4% |
| All | +33.6% | -79.8% | +113.4% | +25.8% |
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