+641.6%
SRE vs SPXS
-100.0%
+741.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.2% |
| 7D | +1.5% | +1.2% | +0.2% | +1.8% |
| 30D | +0.8% | +5.2% | -4.3% | +2.0% |
| 3M | -5.8% | -9.2% | +3.4% | -7.6% |
| 6M | -7.8% | -29.6% | +21.8% | -14.5% |
| YTD | -2.4% | -27.6% | +25.3% | -8.6% |
| 1Y | +8.9% | -36.7% | +45.6% | -0.8% |
| 3Y | +31.1% | -79.8% | +110.9% | -3.2% |
| 5Y | +48.6% | -85.9% | +134.5% | +10.6% |
| 10Y | +126.1% | -99.5% | +225.7% | -7.6% |
| All | +641.6% | -100.0% | +741.6% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling