-45.9%
SE vs SPXS
-36.2%
-9.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -2.4% |
| 7D | -5.2% | +2.5% | -7.7% | -4.1% |
| 30D | -17.1% | +4.2% | -21.3% | -15.4% |
| 3M | +24.0% | -9.3% | +33.3% | +19.3% |
| 6M | +21.0% | -30.7% | +51.7% | +3.1% |
| YTD | -16.7% | -28.1% | +11.3% | -27.1% |
| 1Y | -45.9% | -35.1% | -10.9% | -54.8% |
| All | -45.9% | -36.2% | -9.8% | -54.8% |
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