-22.4%
SE vs SPXS
-7.8%
-14.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +1.0% |
| 7D | -1.5% | -9.5% | +8.0% | -4.5% |
| 30D | -22.3% | +7.4% | -29.7% | -20.1% |
| 3M | -41.8% | +6.1% | -47.9% | -40.1% |
| 6M | -22.4% | -7.3% | -15.1% | -23.1% |
| All | -22.4% | -7.8% | -14.6% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling