-47.1%
EOSE vs SPXS
-40.2%
-6.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.3% | +9.6% | +12.7% |
| 7D | +19.0% | -0.1% | +19.1% | +19.0% |
| 30D | +1.6% | +0.8% | +0.7% | +3.7% |
| 3M | -52.0% | -4.7% | -47.3% | -52.0% |
| 6M | -42.5% | -29.6% | -12.9% | -58.4% |
| YTD | -66.1% | -29.8% | -36.3% | -74.5% |
| 1Y | -47.1% | -38.9% | -8.2% | -64.4% |
| All | -47.1% | -40.2% | -6.9% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling