+173.8%
ET vs SPXS
-99.6%
+273.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -1.5% |
| 7D | +0.2% | +2.5% | -2.3% | +1.0% |
| 30D | +2.9% | +4.2% | -1.3% | +4.1% |
| 3M | +16.8% | -9.3% | +26.1% | +13.7% |
| 6M | +18.9% | -30.7% | +49.6% | +7.2% |
| YTD | +37.7% | -28.1% | +65.8% | +25.9% |
| 1Y | +32.4% | -35.1% | +67.5% | +17.9% |
| 3Y | +99.5% | -79.6% | +179.1% | +34.8% |
| 5Y | +244.0% | -86.3% | +330.2% | +132.5% |
| All | +173.8% | -99.6% | +273.3% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling