+176.7%
EWZ vs SPXS
-100.0%
+276.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.2% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +4.8% | +0.8% | +4.0% | +5.3% |
| 3M | +9.9% | -4.7% | +14.6% | +8.7% |
| 6M | +1.9% | -29.6% | +31.6% | -9.4% |
| YTD | +20.3% | -29.8% | +50.1% | +7.4% |
| 1Y | +35.6% | -38.9% | +74.6% | +15.6% |
| 3Y | +43.4% | -79.6% | +123.1% | -13.4% |
| 5Y | +55.9% | -85.9% | +141.9% | -6.4% |
| 10Y | +84.2% | -99.5% | +183.7% | -59.8% |
| All | +176.7% | -100.0% | +276.7% | -88.7% |
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