+17.1%
EW vs SPXS
-80.2%
+97.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -3.2% |
| 7D | -4.4% | -1.5% | -2.9% | -4.7% |
| 30D | -3.3% | +3.7% | -7.0% | -2.5% |
| 3M | +1.0% | -9.6% | +10.6% | -0.8% |
| 6M | +6.2% | -32.4% | +38.6% | -1.6% |
| YTD | +1.7% | -28.7% | +30.4% | -4.3% |
| 1Y | +8.1% | -38.1% | +46.2% | -1.0% |
| 3Y | +17.1% | -80.1% | +97.2% | -20.2% |
| All | +17.1% | -80.2% | +97.3% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling