+290.1%
ETR vs SPXS
-99.6%
+389.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.9% |
| 7D | -1.8% | +2.5% | -4.3% | -1.3% |
| 30D | -1.8% | +4.2% | -6.0% | -0.9% |
| 3M | -3.6% | -9.3% | +5.7% | -5.2% |
| 6M | +2.6% | -30.7% | +33.3% | -4.3% |
| YTD | +16.0% | -28.1% | +44.1% | +9.3% |
| 1Y | +20.1% | -35.1% | +55.2% | +11.3% |
| 3Y | +143.6% | -79.6% | +223.2% | +83.6% |
| 5Y | +124.4% | -86.3% | +210.6% | +68.2% |
| All | +290.1% | -99.6% | +389.6% | +67.9% |
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