+88.3%
EXPE vs SPXS
-85.7%
+174.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.1% |
| 7D | -11.5% | +1.2% | -12.8% | -10.9% |
| 30D | -13.1% | +5.2% | -18.2% | -10.9% |
| 3M | +18.1% | -9.2% | +27.3% | +14.1% |
| 6M | +13.3% | -29.6% | +42.9% | -1.8% |
| YTD | -3.2% | -27.6% | +24.4% | -14.2% |
| 1Y | +26.1% | -36.7% | +62.9% | +6.4% |
| 3Y | +151.7% | -79.8% | +231.5% | +44.1% |
| 5Y | +88.3% | -85.9% | +174.2% | +17.6% |
| All | +88.3% | -85.7% | +174.1% | +17.6% |
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 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