+19.0%
EWZ vs SPXS
-79.2%
+98.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.5% |
| 7D | -1.5% | +7.5% | -9.0% | +0.5% |
| 30D | -24.5% | +17.5% | -42.0% | -21.3% |
| 3M | -10.7% | +14.7% | -25.4% | -7.2% |
| 6M | -19.1% | -0.1% | -19.0% | -18.2% |
| YTD | +1.6% | -19.7% | +21.4% | -1.8% |
| 1Y | +4.3% | -23.6% | +27.9% | -0.1% |
| 3Y | +19.0% | -79.2% | +98.1% | -18.5% |
| All | +19.0% | -79.2% | +98.1% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling