+528.7%
ED vs SPXS
-100.0%
+628.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.3% |
| 7D | -1.7% | -9.5% | +7.7% | -2.9% |
| 30D | +10.7% | +7.4% | +3.3% | +11.8% |
| 3M | +11.6% | +6.1% | +5.5% | +12.7% |
| 6M | +13.5% | -7.3% | +20.8% | +12.8% |
| YTD | +23.1% | -26.7% | +49.9% | +19.0% |
| 1Y | +23.1% | -26.2% | +49.3% | +19.1% |
| 3Y | +47.9% | -80.3% | +128.3% | +21.7% |
| 5Y | +83.9% | -83.4% | +167.3% | +56.2% |
| 10Y | +142.1% | -99.5% | +241.6% | +38.8% |
| All | +528.7% | -100.0% | +628.7% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling