-99.6%
SPXS vs ES
+85.8%
-185.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +2.2% |
| 7D | -1.5% | +1.4% | -3.0% | -0.3% |
| 30D | +3.7% | -1.2% | +4.8% | +2.6% |
| 3M | -9.6% | +5.0% | -14.6% | -5.6% |
| 6M | -32.4% | -2.8% | -29.6% | -34.0% |
| YTD | -28.7% | +8.6% | -37.2% | -22.8% |
| 1Y | -38.1% | +18.9% | -57.0% | -26.1% |
| 3Y | -80.1% | +32.1% | -112.3% | -72.0% |
| 5Y | -85.9% | -5.1% | -80.8% | -84.9% |
| All | -99.6% | +85.8% | -185.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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