+1,095.2%
EWY vs SPXS
-100.0%
+1,195.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +1.2% |
| 7D | +8.0% | -1.5% | +9.6% | +7.4% |
| 30D | +14.3% | +3.7% | +10.7% | +16.1% |
| 3M | +2.3% | -9.6% | +11.9% | +0.4% |
| 6M | +49.9% | -32.4% | +82.3% | +36.1% |
| YTD | +95.3% | -28.7% | +124.0% | +82.2% |
| 1Y | +161.7% | -38.1% | +199.8% | +134.6% |
| 3Y | +230.2% | -80.1% | +310.3% | +118.1% |
| 5Y | +148.1% | -85.9% | +234.0% | +68.6% |
| 10Y | +293.2% | -99.5% | +392.7% | +5.8% |
| All | +1,095.2% | -100.0% | +1,195.2% | -38.3% |
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