-36.7%
SPXS vs ES
+17.2%
-53.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +5.2% | -1.0% | +6.2% | +5.1% |
| 3M | -9.2% | +1.5% | -10.6% | -8.8% |
| 6M | -29.6% | -3.5% | -26.1% | -29.3% |
| YTD | -27.6% | +7.0% | -34.6% | -26.7% |
| 1Y | -36.7% | +15.3% | -52.1% | -32.9% |
| All | -36.7% | +17.2% | -53.9% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling