-66.3%
SE vs SPXS
-85.7%
+19.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -3.2% |
| 7D | -3.6% | +1.2% | -4.9% | -2.8% |
| 30D | -5.3% | +5.2% | -10.5% | -2.2% |
| 3M | +28.1% | -9.2% | +37.3% | +22.0% |
| 6M | +20.7% | -29.6% | +50.2% | +0.3% |
| YTD | -14.8% | -27.6% | +12.8% | -27.3% |
| 1Y | -43.6% | -36.7% | -6.8% | -55.1% |
| 3Y | +184.2% | -79.8% | +264.0% | +25.9% |
| 5Y | -66.3% | -85.9% | +19.6% | -81.5% |
| All | -66.3% | -85.7% | +19.4% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling