-24.6%
SPXS vs ES
-0.1%
-24.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +0.4% | +0.9% | -0.4% | +0.5% |
| 30D | +10.8% | +5.9% | +4.9% | +10.9% |
| 3M | +9.6% | -1.0% | +10.7% | +9.6% |
| 6M | -4.7% | +7.2% | -11.9% | -4.0% |
| YTD | -24.6% | +7.0% | -31.5% | -24.1% |
| 1Y | -24.6% | +0.5% | -25.0% | -24.4% |
| All | -24.6% | -0.1% | -24.5% | -24.4% |
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