+162.1%
EQX vs SPXS
-79.6%
+241.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +0.9% |
| 7D | -3.2% | +2.5% | -5.7% | -2.4% |
| 30D | +7.8% | +4.2% | +3.6% | +9.3% |
| 3M | +21.3% | -9.3% | +30.7% | +19.0% |
| 6M | -22.4% | -30.7% | +8.3% | -27.9% |
| YTD | -11.3% | -28.1% | +16.7% | -16.6% |
| 1Y | +13.5% | -35.1% | +48.6% | +5.0% |
| 3Y | +162.1% | -79.6% | +241.7% | +98.2% |
| All | +162.1% | -79.6% | +241.7% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling