+192.2%
EWT vs SPXS
-79.1%
+271.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -1.8% |
| 7D | -1.1% | +6.4% | -7.5% | +1.4% |
| 30D | +4.8% | +6.0% | -1.2% | +7.5% |
| 3M | +11.1% | -11.6% | +22.8% | +7.4% |
| 6M | +54.6% | -28.7% | +83.3% | +40.8% |
| YTD | +71.4% | -26.3% | +97.7% | +59.0% |
| 1Y | +82.1% | -34.9% | +117.0% | +63.4% |
| All | +192.2% | -79.1% | +271.3% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling