-29.4%
EW vs SPXS
-85.7%
+56.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.2% |
| 7D | -5.1% | +1.2% | -6.4% | -4.8% |
| 30D | -6.4% | +5.2% | -11.5% | -4.9% |
| 3M | -1.6% | -9.2% | +7.6% | -3.8% |
| 6M | +2.3% | -29.6% | +31.9% | -6.2% |
| YTD | +1.1% | -27.6% | +28.7% | -6.2% |
| 1Y | +8.0% | -36.7% | +44.7% | -3.1% |
| 3Y | +16.3% | -79.8% | +96.2% | -21.0% |
| 5Y | -29.4% | -85.9% | +56.5% | -48.9% |
| All | -29.4% | -85.7% | +56.3% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling