+43.1%
GFS vs SPXS
-37.2%
+80.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +3.0% |
| 7D | +4.5% | +1.2% | +3.3% | +5.5% |
| 30D | -8.2% | +5.2% | -13.4% | -4.4% |
| 3M | -38.9% | -9.2% | -29.7% | -41.4% |
| 6M | -2.9% | -29.6% | +26.7% | -18.3% |
| YTD | +31.8% | -27.6% | +59.4% | +13.0% |
| 1Y | +43.1% | -36.7% | +79.9% | +12.8% |
| All | +43.1% | -37.2% | +80.3% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling