+3,131.4%
ETN vs SPXS
-100.0%
+3,231.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.3% | -0.7% |
| 7D | +3.0% | +6.4% | -3.4% | +5.7% |
| 30D | -10.9% | +6.0% | -16.9% | -8.6% |
| 3M | +9.2% | -11.6% | +20.9% | +5.3% |
| 6M | +13.9% | -28.7% | +42.6% | +2.3% |
| YTD | +29.5% | -26.3% | +55.8% | +18.8% |
| 1Y | +14.2% | -34.9% | +49.1% | +0.8% |
| 3Y | +79.9% | -79.5% | +159.3% | +15.1% |
| 5Y | +175.7% | -85.9% | +261.6% | +79.8% |
| 10Y | +693.2% | -99.5% | +792.8% | +91.1% |
| All | +3,131.4% | -100.0% | +3,231.4% | +86.1% |
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 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