+169.7%
EXE vs SPXS
-91.3%
+261.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.6% |
| 7D | -3.1% | +2.5% | -5.6% | -2.6% |
| 30D | -0.9% | +4.2% | -5.1% | 0.0% |
| 3M | +9.6% | -9.3% | +18.9% | +7.4% |
| 6M | -11.6% | -30.7% | +19.1% | -18.2% |
| YTD | -12.6% | -28.1% | +15.5% | -18.2% |
| 1Y | +1.2% | -35.1% | +36.2% | -7.2% |
| 3Y | +18.0% | -79.6% | +97.6% | -13.5% |
| 5Y | +101.1% | -86.3% | +187.4% | +46.8% |
| All | +169.7% | -91.3% | +261.0% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling