+179.3%
EXE vs SPXS
-91.4%
+270.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.6% |
| 7D | -1.8% | -1.5% | -0.2% | -2.1% |
| 30D | +6.4% | +3.7% | +2.7% | +7.3% |
| 3M | +9.2% | -9.6% | +18.8% | +7.1% |
| 6M | -7.0% | -32.4% | +25.4% | -14.4% |
| YTD | -9.5% | -28.7% | +19.2% | -15.5% |
| 1Y | +6.2% | -38.1% | +44.3% | -3.6% |
| 3Y | +20.7% | -80.1% | +100.9% | -12.1% |
| 5Y | +103.6% | -85.9% | +189.5% | +49.8% |
| All | +179.3% | -91.4% | +270.7% | +90.8% |
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