+2,548.9%
EW vs SPXS
-100.0%
+2,648.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | +0.3% |
| 7D | +4.9% | -9.5% | +14.4% | +2.2% |
| 30D | +24.1% | +7.4% | +16.7% | +27.1% |
| 3M | +13.7% | +6.1% | +7.6% | +16.3% |
| 6M | +32.7% | -7.3% | +40.0% | +31.5% |
| YTD | +24.1% | -26.7% | +50.8% | +16.4% |
| 1Y | +23.6% | -26.2% | +49.8% | +16.5% |
| 3Y | +64.8% | -80.3% | +145.1% | +15.1% |
| 5Y | -8.8% | -83.4% | +74.6% | -30.5% |
| 10Y | +248.8% | -99.5% | +348.3% | +41.3% |
| All | +2,548.9% | -100.0% | +2,648.9% | +413.7% |
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 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