+39.4%
EXC vs SPXS
-83.8%
+123.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | -0.2% |
| 7D | -1.4% | +1.5% | -2.8% | -1.1% |
| 30D | +8.3% | +6.3% | +2.0% | +9.0% |
| 3M | +2.6% | +4.2% | -1.6% | +3.2% |
| 6M | +5.2% | -7.9% | +13.1% | +4.7% |
| YTD | +7.5% | -27.5% | +35.0% | +4.5% |
| 1Y | +3.2% | -27.0% | +30.2% | +0.5% |
| 3Y | +29.5% | -80.5% | +110.1% | +6.3% |
| All | +39.4% | -83.8% | +123.3% | +16.2% |
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