+156.4%
EXPE vs SPXS
-99.5%
+255.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +2.4% |
| 7D | -8.7% | +6.4% | -15.0% | -6.2% |
| 30D | -13.6% | +6.0% | -19.6% | -11.4% |
| 3M | +26.6% | -11.6% | +38.3% | +21.0% |
| 6M | +19.9% | -28.7% | +48.7% | +5.9% |
| YTD | -1.7% | -26.3% | +24.6% | -11.2% |
| 1Y | +29.4% | -34.9% | +64.4% | +12.3% |
| 3Y | +155.7% | -79.5% | +235.1% | +57.5% |
| 5Y | +93.1% | -85.9% | +179.0% | +25.6% |
| All | +156.4% | -99.5% | +255.9% | -21.0% |
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