-100.0%
SPXS vs EXR
+3,612.2%
-3,712.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.7% |
| 7D | +1.5% | -1.1% | +2.6% | +0.5% |
| 30D | +6.3% | +18.8% | -12.4% | +25.6% |
| 3M | +4.2% | +9.9% | -5.7% | +14.6% |
| 6M | -7.9% | +12.6% | -20.5% | +3.5% |
| YTD | -27.5% | +26.5% | -54.0% | -7.4% |
| 1Y | -27.0% | +24.5% | -51.5% | -8.1% |
| 3Y | -80.5% | +52.4% | -133.0% | -66.6% |
| 5Y | -84.0% | -1.5% | -82.4% | -78.2% |
| 10Y | -99.5% | +216.0% | -315.5% | -97.1% |
| All | -100.0% | +3,612.2% | -3,712.2% | -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