+320.6%
EWJ vs SPXS
-100.0%
+420.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | +0.1% |
| 7D | +2.9% | -1.5% | +4.4% | +2.5% |
| 30D | +1.1% | +3.7% | -2.6% | +2.1% |
| 3M | +7.1% | -9.6% | +16.7% | +5.2% |
| 6M | +16.2% | -32.4% | +48.6% | +7.1% |
| YTD | +22.0% | -28.7% | +50.6% | +14.5% |
| 1Y | +26.2% | -38.1% | +64.3% | +15.0% |
| 3Y | +73.5% | -80.1% | +153.6% | +28.3% |
| 5Y | +52.7% | -85.9% | +138.6% | +15.0% |
| 10Y | +138.5% | -99.5% | +238.0% | -4.4% |
| All | +320.6% | -100.0% | +420.6% | -37.6% |
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 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