+3,044.5%
EXPE vs SPXS
-100.0%
+3,144.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.6% | -9.5% | -7.2% |
| 7D | -9.8% | -1.5% | -8.2% | -10.3% |
| 30D | -11.5% | +3.7% | -15.2% | -10.0% |
| 3M | +21.7% | -9.6% | +31.3% | +17.5% |
| 6M | +10.4% | -32.4% | +42.8% | -5.0% |
| YTD | -2.5% | -28.7% | +26.1% | -13.3% |
| 1Y | +27.3% | -38.1% | +65.4% | +7.8% |
| 3Y | +153.5% | -80.1% | +233.6% | +52.1% |
| 5Y | +91.1% | -85.9% | +177.0% | +23.4% |
| 10Y | +153.1% | -99.5% | +252.6% | -38.3% |
| All | +3,044.5% | -100.0% | +3,144.5% | +40.5% |
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