-18.9%
EXE vs SPXS
-30.2%
+11.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.7% |
| 7D | -4.7% | +2.2% | -6.8% | -4.7% |
| 30D | +1.0% | +3.8% | -2.7% | +0.9% |
| 3M | -5.6% | +3.3% | -9.0% | -5.8% |
| 6M | -12.3% | -16.7% | +4.4% | -11.7% |
| YTD | -19.5% | -28.5% | +9.1% | -18.8% |
| 1Y | -18.9% | -30.4% | +11.6% | -18.4% |
| All | -18.9% | -30.2% | +11.3% | -18.4% |
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