+66.5%
EWZ vs SPXS
-99.5%
+166.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.8% |
| 7D | +0.8% | -7.5% | +8.3% | -1.8% |
| 30D | -24.4% | +5.3% | -29.7% | -22.7% |
| 3M | -4.6% | +9.7% | -14.3% | -0.7% |
| 6M | -11.6% | -4.6% | -7.0% | -11.6% |
| YTD | +2.4% | -25.8% | +28.2% | -4.8% |
| 1Y | +2.1% | -28.8% | +30.9% | -6.2% |
| 3Y | +18.7% | -80.2% | +98.9% | -24.6% |
| 5Y | +54.2% | -83.2% | +137.4% | +7.5% |
| All | +66.5% | -99.5% | +166.0% | -61.9% |
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