+184.3%
SE vs SPXS
-79.5%
+263.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -3.4% |
| 7D | -3.6% | +1.2% | -4.9% | -3.0% |
| 30D | -5.3% | +5.2% | -10.5% | -3.0% |
| 3M | +28.1% | -9.2% | +37.3% | +23.7% |
| 6M | +20.7% | -29.6% | +50.2% | +5.4% |
| YTD | -14.8% | -27.6% | +12.8% | -24.0% |
| 1Y | -43.6% | -36.7% | -6.8% | -52.0% |
| All | +184.3% | -79.5% | +263.8% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling