+43.6%
EEM vs SPXS
-85.4%
+129.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.0% | -1.7% |
| 7D | -0.7% | +6.4% | -7.1% | +1.0% |
| 30D | +2.4% | +6.0% | -3.6% | +4.1% |
| 3M | +4.2% | -11.6% | +15.8% | +1.7% |
| 6M | +14.8% | -28.7% | +43.5% | +7.6% |
| YTD | +23.1% | -26.3% | +49.4% | +16.8% |
| 1Y | +32.5% | -34.9% | +67.5% | +22.9% |
| 3Y | +85.9% | -79.5% | +165.3% | +40.3% |
| 5Y | +43.6% | -85.9% | +129.5% | +9.9% |
| All | +43.6% | -85.4% | +129.0% | +9.9% |
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