-80.2%
SPXS vs EXEL
+230.5%
-310.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.0% |
| 7D | -7.5% | -0.8% | -6.7% | -7.6% |
| 30D | +5.3% | +13.1% | -7.8% | +8.8% |
| 3M | +9.7% | +36.3% | -26.6% | +18.7% |
| 6M | -4.6% | +34.5% | -39.1% | +3.4% |
| YTD | -25.8% | +57.4% | -83.2% | -15.3% |
| 1Y | -28.8% | +62.9% | -91.7% | -17.9% |
| 3Y | -80.2% | +229.5% | -309.7% | -74.1% |
| All | -80.2% | +230.5% | -310.6% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling