-100.0%
SPXS vs ES
+480.2%
-580.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -2.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | +6.3% | +6.7% | -0.4% | +13.8% |
| 3M | +4.2% | +0.3% | +3.9% | +4.1% |
| 6M | -7.9% | +7.4% | -15.3% | -0.8% |
| YTD | -27.5% | +8.4% | -35.9% | -20.9% |
| 1Y | -27.0% | +0.6% | -27.7% | -27.2% |
| 3Y | -80.5% | +50.6% | -131.2% | -66.1% |
| 5Y | -84.0% | +4.8% | -88.8% | -80.5% |
| 10Y | -99.5% | +93.1% | -192.6% | -97.7% |
| All | -100.0% | +480.2% | -580.2% | -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