+632.4%
GEV vs SPXS
-68.9%
+701.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +2.1% |
| 7D | +1.6% | +2.5% | -0.9% | +3.3% |
| 30D | -7.9% | +4.2% | -12.1% | -5.2% |
| 3M | +5.6% | -9.3% | +14.9% | +1.2% |
| 6M | +13.1% | -30.7% | +43.8% | -5.8% |
| YTD | +46.7% | -28.1% | +74.8% | +26.1% |
| 1Y | +51.3% | -35.1% | +86.4% | +25.0% |
| All | +632.4% | -68.9% | +701.3% | +392.0% |
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 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