-81.7%
SPXS vs ES
+1.4%
-83.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -2.5% |
| 7D | +7.5% | +1.9% | +5.6% | +8.6% |
| 30D | +17.5% | +7.1% | +10.4% | +22.1% |
| 3M | +14.7% | -1.9% | +16.6% | +13.2% |
| 6M | -0.1% | +4.4% | -4.5% | +2.6% |
| YTD | -19.7% | +7.3% | -27.1% | -15.6% |
| 1Y | -23.6% | +2.1% | -25.7% | -22.0% |
| 3Y | -79.2% | +41.8% | -121.0% | -70.4% |
| All | -81.7% | +1.4% | -83.1% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling