+55.0%
EWZ vs SPXS
-86.0%
+141.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.4% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +4.8% | +0.8% | +4.0% | +5.1% |
| 3M | +9.9% | -4.7% | +14.6% | +9.3% |
| 6M | +1.9% | -29.6% | +31.6% | -4.6% |
| YTD | +20.3% | -29.8% | +50.1% | +12.8% |
| 1Y | +35.6% | -38.9% | +74.6% | +24.1% |
| 3Y | +43.4% | -79.6% | +123.1% | +10.1% |
| All | +55.0% | -86.0% | +141.0% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling