+3.4%
EXC vs SPXS
-30.2%
+33.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +2.1% |
| 7D | +3.3% | +2.2% | +1.1% | +3.0% |
| 30D | +13.3% | +3.8% | +9.5% | +12.8% |
| 3M | +1.8% | +3.3% | -1.5% | +1.4% |
| 6M | +1.1% | -16.7% | +17.8% | +2.4% |
| YTD | +9.0% | -28.5% | +37.6% | +9.7% |
| 1Y | +3.4% | -30.4% | +33.8% | +3.9% |
| All | +3.4% | -30.2% | +33.5% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling