+124.0%
EW vs SPXS
-99.5%
+223.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +1.3% |
| 7D | -3.4% | +6.4% | -9.7% | -1.4% |
| 30D | -7.4% | +6.0% | -13.3% | -5.6% |
| 3M | +0.9% | -11.6% | +12.6% | -2.5% |
| 6M | +1.2% | -28.7% | +29.9% | -7.8% |
| YTD | +1.8% | -26.3% | +28.1% | -5.8% |
| 1Y | +10.8% | -34.9% | +45.8% | -0.8% |
| 3Y | +17.1% | -79.5% | +96.6% | -21.8% |
| 5Y | -28.2% | -85.9% | +57.7% | -50.6% |
| All | +124.0% | -99.5% | +223.5% | -36.7% |
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