+476.8%
ETR vs SPXS
-100.0%
+576.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.5% |
| 7D | +1.4% | -1.5% | +3.0% | +1.1% |
| 30D | +1.9% | +3.7% | -1.8% | +2.6% |
| 3M | +1.0% | -9.6% | +10.6% | -0.7% |
| 6M | +4.8% | -32.4% | +37.2% | -2.3% |
| YTD | +19.5% | -28.7% | +48.2% | +12.8% |
| 1Y | +28.1% | -38.1% | +66.2% | +18.0% |
| 3Y | +151.1% | -80.1% | +231.3% | +92.5% |
| 5Y | +125.2% | -85.9% | +211.1% | +74.1% |
| 10Y | +291.1% | -99.5% | +390.7% | +86.1% |
| All | +476.8% | -100.0% | +576.8% | +34.8% |
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