-48.8%
SE vs SPXS
-30.2%
-18.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.9% | +9.3% | +2.3% |
| 7D | +6.7% | +2.2% | +4.5% | +7.8% |
| 30D | -17.2% | +3.8% | -21.0% | -15.6% |
| 3M | -28.0% | +3.3% | -31.4% | -26.5% |
| 6M | -6.1% | -16.7% | +10.6% | -12.7% |
| YTD | -37.1% | -28.5% | -8.6% | -45.2% |
| 1Y | -48.8% | -30.4% | -18.3% | -55.8% |
| All | -48.8% | -30.2% | -18.6% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling