+562.3%
SE vs SPXS
-99.1%
+661.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | 0.0% |
| 7D | -4.8% | +6.4% | -11.2% | -1.8% |
| 30D | -18.1% | +6.0% | -24.1% | -15.6% |
| 3M | +30.6% | -11.6% | +42.3% | +24.0% |
| 6M | +20.8% | -28.7% | +49.5% | +5.1% |
| YTD | -15.6% | -26.3% | +10.7% | -24.7% |
| 1Y | -44.2% | -34.9% | -9.3% | -52.6% |
| 3Y | +181.5% | -79.5% | +261.0% | +58.1% |
| 5Y | -66.9% | -85.9% | +19.0% | -78.7% |
| All | +562.3% | -99.1% | +661.4% | +123.4% |
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