+6,637.3%
EME vs SPXS
-100.0%
+6,737.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +3.2% |
| 7D | +5.2% | -1.5% | +6.7% | +4.5% |
| 30D | -5.4% | +3.7% | -9.0% | -3.8% |
| 3M | -6.1% | -9.6% | +3.5% | -8.6% |
| 6M | +9.7% | -32.4% | +42.1% | -4.0% |
| YTD | +26.6% | -28.7% | +55.2% | +14.3% |
| 1Y | +24.6% | -38.1% | +62.7% | +7.9% |
| 3Y | +249.6% | -80.1% | +329.7% | +117.8% |
| 5Y | +556.6% | -85.9% | +642.5% | +318.9% |
| 10Y | +1,286.6% | -99.5% | +1,386.1% | +205.3% |
| All | +6,637.3% | -100.0% | +6,737.3% | +100.3% |
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