-100.0%
SPXS vs ES
+477.6%
-577.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +0.6% |
| 7D | -0.1% | +0.3% | -0.4% | +0.3% |
| 30D | +0.8% | -2.0% | +2.8% | -1.4% |
| 3M | -4.7% | +1.7% | -6.4% | -3.3% |
| 6M | -29.6% | -3.5% | -26.1% | -32.5% |
| YTD | -29.8% | +7.9% | -37.7% | -23.5% |
| 1Y | -38.9% | +17.2% | -56.1% | -26.2% |
| 3Y | -79.6% | +29.3% | -108.9% | -70.7% |
| 5Y | -85.9% | -5.7% | -80.2% | -85.2% |
| 10Y | -99.5% | +85.2% | -184.7% | -97.9% |
| All | -100.0% | +477.6% | -577.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling