-99.5%
SPXS vs EXEL
+386.3%
-485.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.2% |
| 7D | +6.4% | -2.9% | +9.3% | +5.1% |
| 30D | +6.0% | +11.9% | -5.9% | +11.1% |
| 3M | -11.6% | +9.2% | -20.9% | -7.9% |
| 6M | -28.7% | +39.1% | -67.8% | -17.0% |
| YTD | -26.3% | +31.0% | -57.3% | -15.8% |
| 1Y | -34.9% | +52.3% | -87.3% | -20.1% |
| 3Y | -79.5% | +159.7% | -239.2% | -66.0% |
| 5Y | -85.9% | +187.7% | -273.7% | -73.0% |
| All | -99.5% | +386.3% | -485.8% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling