-79.5%
SPXS vs EXEL
+164.8%
-244.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.7% |
| 7D | +1.2% | -0.3% | +1.6% | +1.2% |
| 30D | +5.2% | +10.1% | -5.0% | +7.7% |
| 3M | -9.2% | +10.1% | -19.2% | -6.7% |
| 6M | -29.6% | +37.7% | -67.3% | -23.1% |
| YTD | -27.6% | +33.1% | -60.7% | -21.3% |
| 1Y | -36.7% | +52.4% | -89.1% | -28.6% |
| All | -79.5% | +164.8% | -244.2% | -75.2% |
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