-99.5%
SPXS vs ES
+98.2%
-197.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +2.0% |
| 7D | -7.5% | +2.7% | -10.2% | -5.3% |
| 30D | +5.3% | +7.6% | -2.3% | +12.0% |
| 3M | +9.7% | +0.5% | +9.2% | +9.8% |
| 6M | -4.6% | +7.6% | -12.2% | +1.6% |
| YTD | -25.8% | +10.2% | -36.0% | -18.9% |
| 1Y | -28.8% | +1.8% | -30.6% | -27.8% |
| 3Y | -80.2% | +55.4% | -135.5% | -66.8% |
| 5Y | -83.2% | +7.3% | -90.5% | -79.4% |
| All | -99.5% | +98.2% | -197.7% | -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