+101.4%
EXE vs SPXS
-85.7%
+187.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.3% |
| 7D | -2.7% | +1.2% | -4.0% | -2.4% |
| 30D | -0.4% | +5.2% | -5.5% | +0.8% |
| 3M | +9.5% | -9.2% | +18.6% | +7.5% |
| 6M | -9.3% | -29.6% | +20.2% | -15.7% |
| YTD | -10.9% | -27.6% | +16.7% | -16.5% |
| 1Y | +4.3% | -36.7% | +41.0% | -4.9% |
| 3Y | +18.8% | -79.8% | +98.6% | -13.2% |
| 5Y | +101.4% | -85.9% | +187.3% | +48.1% |
| All | +101.4% | -85.7% | +187.1% | +48.1% |
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