-100.0%
SPXS vs ES
+472.7%
-572.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.3% |
| 7D | +0.4% | +0.9% | -0.4% | +1.2% |
| 30D | +10.8% | +5.9% | +4.9% | +17.5% |
| 3M | +9.6% | -1.0% | +10.7% | +7.8% |
| 6M | -4.7% | +7.2% | -11.9% | +2.4% |
| YTD | -24.6% | +7.0% | -31.5% | -18.9% |
| 1Y | -24.6% | +0.5% | -25.0% | -24.9% |
| 3Y | -79.8% | +48.7% | -128.4% | -65.3% |
| 5Y | -83.3% | +1.9% | -85.3% | -80.4% |
| 10Y | -99.5% | +89.2% | -188.6% | -97.7% |
| All | -100.0% | +472.7% | -572.7% | -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