+670.4%
GEN vs SPXS
-100.0%
+770.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -1.8% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | +10.1% | +0.8% | +9.3% | +10.6% |
| 3M | +16.1% | -4.7% | +20.8% | +15.2% |
| 6M | +38.9% | -29.6% | +68.5% | +27.2% |
| YTD | +14.4% | -29.8% | +44.2% | +5.4% |
| 1Y | +5.9% | -38.9% | +44.8% | -5.9% |
| 3Y | +58.8% | -79.6% | +138.4% | +11.8% |
| 5Y | +24.7% | -85.9% | +110.6% | -10.9% |
| 10Y | +163.1% | -99.5% | +262.6% | -15.3% |
| All | +670.4% | -100.0% | +770.4% | -37.1% |
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 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