+238.8%
EQX vs SPXS
-99.1%
+337.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +1.2% |
| 7D | -3.2% | +2.5% | -5.7% | -2.7% |
| 30D | +7.8% | +4.2% | +3.6% | +8.8% |
| 3M | +21.3% | -9.3% | +30.7% | +19.8% |
| 6M | -22.4% | -30.7% | +8.3% | -26.2% |
| YTD | -11.3% | -28.1% | +16.7% | -14.8% |
| 1Y | +13.5% | -35.1% | +48.6% | +7.6% |
| 3Y | +162.1% | -79.6% | +241.7% | +113.6% |
| 5Y | +84.2% | -86.3% | +170.5% | +48.6% |
| All | +238.8% | -99.1% | +337.9% | +299.6% |
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