-100.0%
SPXS vs EXR
+3,588.7%
-3,688.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +0.4% |
| 7D | -9.5% | -1.2% | -8.3% | -10.5% |
| 30D | +7.4% | +18.3% | -10.9% | +26.4% |
| 3M | +6.1% | +9.1% | -2.9% | +15.8% |
| 6M | -7.3% | +11.7% | -19.0% | +3.4% |
| YTD | -26.7% | +25.7% | -52.4% | -7.0% |
| 1Y | -26.2% | +24.9% | -51.1% | -6.7% |
| 3Y | -80.3% | +51.4% | -131.8% | -66.5% |
| 5Y | -83.4% | -1.9% | -81.5% | -77.6% |
| 10Y | -99.5% | +214.0% | -313.5% | -97.1% |
| All | -100.0% | +3,588.7% | -3,688.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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