-86.2%
SPXS vs EXEL
+180.6%
-266.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -3.3% |
| 7D | +2.5% | -4.9% | +7.4% | +0.4% |
| 30D | +4.2% | +11.4% | -7.2% | +9.0% |
| 3M | -9.3% | +4.9% | -14.2% | -7.1% |
| 6M | -30.7% | +34.4% | -65.1% | -20.3% |
| YTD | -28.1% | +28.0% | -56.1% | -18.5% |
| 1Y | -35.1% | +43.6% | -78.7% | -22.0% |
| 3Y | -79.6% | +155.2% | -234.8% | -64.4% |
| All | -86.2% | +180.6% | -266.8% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling