+2,582.7%
EW vs SPXS
-100.0%
+2,682.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.6% |
| 7D | +4.9% | -7.5% | +12.4% | +2.8% |
| 30D | +23.9% | +5.3% | +18.6% | +26.3% |
| 3M | +15.8% | +9.7% | +6.1% | +19.5% |
| 6M | +31.7% | -4.6% | +36.2% | +31.5% |
| YTD | +25.7% | -25.8% | +51.5% | +18.3% |
| 1Y | +24.4% | -28.8% | +53.2% | +16.1% |
| 3Y | +65.9% | -80.2% | +146.0% | +16.2% |
| 5Y | -7.6% | -83.2% | +75.6% | -29.4% |
| 10Y | +253.2% | -99.5% | +352.7% | +43.6% |
| All | +2,582.7% | -100.0% | +2,682.7% | +422.1% |
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