+165.4%
EXC vs SPXS
-100.0%
+265.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.6% |
| 7D | +1.4% | -7.5% | +8.9% | -0.2% |
| 30D | +8.6% | +5.3% | +3.2% | +10.0% |
| 3M | +2.4% | +9.7% | -7.3% | +4.8% |
| 6M | +6.5% | -4.6% | +11.0% | +6.0% |
| YTD | +9.0% | -25.8% | +34.8% | +3.2% |
| 1Y | +4.6% | -28.8% | +33.4% | -1.9% |
| 3Y | +33.5% | -80.2% | +113.7% | -3.1% |
| 5Y | +41.4% | -83.2% | +124.6% | +8.6% |
| 10Y | +204.3% | -99.5% | +303.8% | +28.8% |
| All | +165.4% | -100.0% | +265.4% | -57.3% |
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