+42.5%
EWY vs SPXS
-33.3%
+75.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +2.2% |
| 7D | +6.7% | +1.2% | +5.4% | +8.1% |
| 30D | +17.0% | +5.2% | +11.8% | +24.5% |
| 3M | +3.7% | -9.2% | +12.8% | -3.8% |
| 6M | +42.5% | -29.6% | +72.1% | +9.8% |
| All | +42.5% | -33.3% | +75.7% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling