+706.7%
ETN vs SPXS
-99.6%
+806.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +3.0% |
| 7D | +3.5% | +2.5% | +1.0% | +4.6% |
| 30D | -7.5% | +4.2% | -11.7% | -5.8% |
| 3M | +8.3% | -9.3% | +17.6% | +5.6% |
| 6M | +20.2% | -30.7% | +50.9% | +7.1% |
| YTD | +34.7% | -28.1% | +62.7% | +22.7% |
| 1Y | +19.4% | -35.1% | +54.5% | +5.9% |
| 3Y | +85.5% | -79.6% | +165.1% | +21.3% |
| 5Y | +186.6% | -86.3% | +272.9% | +90.6% |
| All | +706.7% | -99.6% | +806.2% | +97.0% |
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