+40.1%
GILD vs SPXS
-21.4%
+61.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +13.2% | -17.2% | -2.4% |
| 7D | +1.2% | +14.3% | -13.1% | +2.9% |
| 30D | +16.2% | +19.4% | -3.3% | +18.7% |
| 3M | +27.9% | +16.2% | +11.6% | +30.4% |
| 6M | +27.1% | -3.4% | +30.5% | +26.5% |
| YTD | +39.0% | -19.1% | +58.1% | +33.9% |
| 1Y | +40.1% | -20.5% | +60.5% | +35.2% |
| All | +40.1% | -21.4% | +61.5% | +35.2% |
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