+1,624.0%
EWT vs SPXS
-100.0%
+1,724.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.6% |
| 7D | +2.1% | +1.2% | +0.9% | +2.5% |
| 30D | +9.4% | +5.2% | +4.2% | +11.2% |
| 3M | +10.9% | -9.2% | +20.0% | +9.0% |
| 6M | +57.9% | -29.6% | +87.5% | +46.1% |
| YTD | +75.9% | -27.6% | +103.5% | +65.0% |
| 1Y | +89.7% | -36.7% | +126.4% | +72.5% |
| 3Y | +200.9% | -79.8% | +280.7% | +114.9% |
| 5Y | +154.5% | -85.9% | +240.4% | +85.3% |
| 10Y | +520.8% | -99.5% | +620.3% | +110.4% |
| All | +1,624.0% | -100.0% | +1,724.0% | +74.3% |
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