-38.5%
DG vs SPXS
-85.7%
+47.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.4% |
| 7D | -4.8% | +1.2% | -6.1% | -4.7% |
| 30D | +1.8% | +5.2% | -3.4% | +2.4% |
| 3M | +14.5% | -9.2% | +23.6% | +13.4% |
| 6M | -13.6% | -29.6% | +16.0% | -16.7% |
| YTD | -4.8% | -27.6% | +22.8% | -7.8% |
| 1Y | +21.6% | -36.7% | +58.3% | +16.2% |
| 3Y | +4.5% | -79.8% | +84.3% | -13.6% |
| 5Y | -38.5% | -85.9% | +47.4% | -49.2% |
| All | -38.5% | -85.7% | +47.3% | -49.2% |
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