-0.8%
GFS vs SPXS
-84.9%
+84.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +2.8% |
| 7D | +4.5% | +1.2% | +3.3% | +5.3% |
| 30D | -8.2% | +5.2% | -13.4% | -5.2% |
| 3M | -38.9% | -9.2% | -29.7% | -40.9% |
| 6M | -2.9% | -29.6% | +26.7% | -16.2% |
| YTD | +31.8% | -27.6% | +59.4% | +16.4% |
| 1Y | +43.1% | -36.7% | +79.9% | +19.3% |
| 3Y | -20.6% | -79.8% | +59.2% | -57.3% |
| All | -0.8% | -84.9% | +84.0% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling