+95.6%
DG vs SPXS
-99.5%
+195.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.0% |
| 7D | -6.3% | +6.4% | -12.7% | -5.3% |
| 30D | +2.4% | +6.0% | -3.6% | +3.5% |
| 3M | +12.4% | -11.6% | +24.1% | +10.5% |
| 6M | -14.9% | -28.7% | +13.8% | -18.9% |
| YTD | -6.1% | -26.3% | +20.2% | -9.7% |
| 1Y | +17.9% | -34.9% | +52.8% | +11.3% |
| 3Y | +3.1% | -79.5% | +82.6% | -18.1% |
| 5Y | -38.7% | -85.9% | +47.3% | -51.0% |
| All | +95.6% | -99.5% | +195.2% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling