+465.2%
ED vs SPXS
-100.0%
+565.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.2% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.1% | +0.8% | -1.0% | 0.0% |
| 3M | +3.9% | -4.7% | +8.6% | +3.4% |
| 6M | -3.0% | -29.6% | +26.6% | -7.0% |
| YTD | +10.7% | -29.8% | +40.5% | +6.2% |
| 1Y | +13.3% | -38.9% | +52.3% | +6.8% |
| 3Y | +34.5% | -79.6% | +114.1% | +11.5% |
| 5Y | +67.1% | -85.9% | +153.1% | +38.6% |
| 10Y | +103.0% | -99.5% | +202.6% | +15.7% |
| All | +465.2% | -100.0% | +565.2% | +77.5% |
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