+30.9%
ET vs SPXS
-40.2%
+71.2%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +7.5% | +0.8% | +6.6% | +7.4% |
| 3M | +11.4% | -4.7% | +16.1% | +11.6% |
| 6M | +18.5% | -29.6% | +48.2% | +20.0% |
| YTD | +37.4% | -29.8% | +67.2% | +38.8% |
| 1Y | +30.9% | -38.9% | +69.9% | +31.9% |
| All | +30.9% | -40.2% | +71.2% | +31.9% |
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 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