+159.7%
GILD vs SPXS
-99.6%
+259.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -1.2% |
| 7D | -4.8% | +2.5% | -7.3% | -4.4% |
| 30D | +5.8% | +4.2% | +1.6% | +6.6% |
| 3M | +14.9% | -9.3% | +24.2% | +13.2% |
| 6M | -0.4% | -30.7% | +30.3% | -5.9% |
| YTD | +18.5% | -28.1% | +46.6% | +12.9% |
| 1Y | +25.1% | -35.1% | +60.2% | +17.4% |
| 3Y | +105.9% | -79.6% | +185.5% | +63.2% |
| 5Y | +143.0% | -86.3% | +229.3% | +92.1% |
| All | +159.7% | -99.6% | +259.3% | +9.6% |
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