+50.4%
EWJ vs SPXS
-86.0%
+136.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +1.6% |
| 7D | +0.3% | +2.5% | -2.2% | +1.0% |
| 30D | +0.8% | +4.2% | -3.4% | +2.0% |
| 3M | +7.5% | -9.3% | +16.8% | +5.5% |
| 6M | +15.6% | -30.7% | +46.3% | +7.2% |
| YTD | +22.7% | -28.1% | +50.8% | +15.4% |
| 1Y | +26.4% | -35.1% | +61.5% | +16.6% |
| 3Y | +72.5% | -79.6% | +152.1% | +30.4% |
| All | +50.4% | -86.0% | +136.4% | +14.6% |
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