+138.4%
EWZ vs SPXS
-100.0%
+238.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.0% | +9.0% | -0.8% |
| 7D | +1.4% | -1.5% | +2.9% | +1.2% |
| 30D | -25.1% | +9.6% | -34.7% | -22.0% |
| 3M | -7.7% | +8.5% | -16.2% | -4.0% |
| 6M | -15.8% | -5.8% | -10.1% | -16.4% |
| YTD | +3.6% | -25.4% | +29.0% | -4.6% |
| 1Y | +5.5% | -28.8% | +34.3% | -4.3% |
| 3Y | +22.1% | -80.9% | +103.0% | -28.4% |
| 5Y | +58.3% | -83.1% | +141.5% | +2.9% |
| 10Y | +50.3% | -99.5% | +149.8% | -66.5% |
| All | +138.4% | -100.0% | +238.4% | -90.0% |
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