+606.9%
GEV vs SPXS
-68.1%
+675.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | -1.7% |
| 7D | -1.9% | +6.4% | -8.3% | +2.0% |
| 30D | -8.7% | +6.0% | -14.7% | -5.0% |
| 3M | +6.6% | -11.6% | +18.2% | +0.6% |
| 6M | +10.2% | -28.7% | +38.9% | -6.6% |
| YTD | +41.6% | -26.3% | +67.9% | +23.5% |
| 1Y | +43.9% | -34.9% | +78.8% | +19.0% |
| All | +606.9% | -68.1% | +675.0% | +382.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling