+150.4%
EXC vs SPXS
-100.0%
+250.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.8% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -3.7% | +0.8% | -4.5% | -3.5% |
| 3M | -1.3% | -4.7% | +3.4% | -2.1% |
| 6M | -9.7% | -29.6% | +19.9% | -15.9% |
| YTD | +2.9% | -29.8% | +32.7% | -4.1% |
| 1Y | +4.4% | -38.9% | +43.3% | -5.4% |
| 3Y | +22.2% | -79.6% | +101.8% | -10.4% |
| 5Y | +46.7% | -85.9% | +132.6% | +8.0% |
| 10Y | +155.3% | -99.5% | +254.9% | +6.7% |
| All | +150.4% | -100.0% | +250.4% | -60.3% |
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