+1,960.4%
ET vs SPXS
-100.0%
+2,060.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.7% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +7.5% | +0.8% | +6.6% | +7.8% |
| 3M | +11.4% | -4.7% | +16.1% | +10.2% |
| 6M | +18.5% | -29.6% | +48.2% | +7.1% |
| YTD | +37.4% | -29.8% | +67.2% | +24.3% |
| 1Y | +30.9% | -38.9% | +69.9% | +14.0% |
| 3Y | +98.7% | -79.6% | +178.4% | +33.4% |
| 5Y | +230.7% | -85.9% | +316.6% | +124.1% |
| 10Y | +175.6% | -99.5% | +275.1% | -11.2% |
| All | +1,960.4% | -100.0% | +2,060.4% | +136.3% |
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