+643.2%
GEV vs SPXS
-69.2%
+712.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +4.1% |
| 7D | +8.1% | -1.5% | +9.6% | +7.1% |
| 30D | -1.9% | +3.7% | -5.6% | +0.6% |
| 3M | +4.1% | -9.6% | +13.7% | -0.2% |
| 6M | +23.2% | -32.4% | +55.6% | +1.0% |
| YTD | +48.9% | -28.7% | +77.6% | +27.1% |
| 1Y | +62.2% | -38.1% | +100.3% | +30.0% |
| All | +643.2% | -69.2% | +712.3% | +396.0% |
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 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