+869.5%
GILD vs SPXS
-100.0%
+969.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -1.3% |
| 7D | -4.8% | +2.5% | -7.3% | -4.3% |
| 30D | +5.8% | +4.2% | +1.6% | +6.8% |
| 3M | +14.9% | -9.3% | +24.2% | +12.8% |
| 6M | -0.4% | -30.7% | +30.3% | -7.0% |
| YTD | +18.5% | -28.1% | +46.6% | +11.8% |
| 1Y | +25.1% | -35.1% | +60.2% | +15.8% |
| 3Y | +105.9% | -79.6% | +185.5% | +55.6% |
| 5Y | +143.0% | -86.3% | +229.3% | +82.7% |
| 10Y | +162.4% | -99.5% | +261.9% | +6.6% |
| All | +869.5% | -100.0% | +969.5% | +86.1% |
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