+246.8%
ET vs SPXS
-85.4%
+332.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | +0.6% |
| 7D | +1.4% | +6.4% | -5.0% | +2.7% |
| 30D | +4.6% | +6.0% | -1.4% | +5.9% |
| 3M | +16.0% | -11.6% | +27.7% | +13.1% |
| 6M | +22.8% | -28.7% | +51.5% | +14.6% |
| YTD | +38.9% | -26.3% | +65.1% | +30.8% |
| 1Y | +34.1% | -34.9% | +69.0% | +23.1% |
| 3Y | +98.8% | -79.5% | +178.3% | +49.1% |
| 5Y | +246.8% | -85.9% | +332.8% | +159.1% |
| All | +246.8% | -85.4% | +332.2% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling