+67.3%
ED vs SPXS
-85.7%
+153.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.1% |
| 30D | +1.9% | +5.2% | -3.2% | +2.2% |
| 3M | +1.9% | -9.2% | +11.0% | +1.5% |
| 6M | -2.3% | -29.6% | +27.3% | -3.8% |
| YTD | +10.9% | -27.6% | +38.5% | +9.3% |
| 1Y | +14.5% | -36.7% | +51.2% | +11.9% |
| 3Y | +33.4% | -79.8% | +113.2% | +18.5% |
| 5Y | +67.3% | -85.9% | +153.1% | +46.7% |
| All | +67.3% | -85.7% | +153.0% | +46.7% |
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