+537.4%
ED vs SPXS
-100.0%
+637.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.5% |
| 7D | +2.1% | -7.5% | +9.6% | +1.1% |
| 30D | +10.4% | +5.3% | +5.1% | +11.3% |
| 3M | +12.5% | +9.7% | +2.9% | +14.1% |
| 6M | +14.9% | -4.6% | +19.5% | +14.6% |
| YTD | +24.8% | -25.8% | +50.6% | +20.8% |
| 1Y | +23.8% | -28.8% | +52.6% | +19.2% |
| 3Y | +51.6% | -80.2% | +131.8% | +24.9% |
| 5Y | +86.4% | -83.2% | +169.6% | +58.6% |
| 10Y | +145.4% | -99.5% | +244.9% | +40.9% |
| All | +537.4% | -100.0% | +637.4% | +102.0% |
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