+48.3%
SRE vs SPXS
-85.4%
+133.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -0.9% |
| 7D | -0.7% | +6.4% | -7.1% | +0.4% |
| 30D | -1.7% | +6.0% | -7.7% | -0.7% |
| 3M | -7.1% | -11.6% | +4.6% | -8.9% |
| 6M | -8.4% | -28.7% | +20.3% | -13.4% |
| YTD | -3.5% | -26.3% | +22.8% | -8.0% |
| 1Y | +5.4% | -34.9% | +40.3% | -1.5% |
| 3Y | +29.5% | -79.5% | +109.0% | +2.3% |
| 5Y | +48.3% | -85.9% | +134.2% | +14.1% |
| All | +48.3% | -85.4% | +133.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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