+83.9%
ED vs SPXS
-83.7%
+167.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.2% |
| 7D | -1.7% | -9.5% | +7.7% | -2.1% |
| 30D | +10.7% | +7.4% | +3.3% | +11.1% |
| 3M | +11.6% | +6.1% | +5.5% | +12.0% |
| 6M | +13.5% | -7.3% | +20.8% | +13.2% |
| YTD | +23.1% | -26.7% | +49.9% | +21.4% |
| 1Y | +23.1% | -26.2% | +49.3% | +21.5% |
| 3Y | +47.9% | -80.3% | +128.3% | +30.1% |
| 5Y | +83.9% | -83.4% | +167.3% | +61.9% |
| All | +83.9% | -83.7% | +167.6% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling