+303.5%
EWY vs SPXS
-99.6%
+403.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.7% | +2.4% |
| 7D | -0.1% | +2.5% | -2.6% | +0.8% |
| 30D | +7.3% | +4.2% | +3.1% | +9.1% |
| 3M | -5.1% | -9.3% | +4.2% | -6.8% |
| 6M | +42.1% | -30.7% | +72.8% | +31.4% |
| YTD | +94.1% | -28.1% | +122.2% | +83.0% |
| 1Y | +147.8% | -35.1% | +182.9% | +128.4% |
| 3Y | +222.9% | -79.6% | +302.5% | +127.3% |
| 5Y | +150.6% | -86.3% | +236.9% | +78.7% |
| All | +303.5% | -99.6% | +403.0% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling