-24.8%
GIS vs SPXS
-36.2%
+11.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -6.4% | +2.5% | -8.9% | -6.6% |
| 30D | -6.1% | +4.2% | -10.3% | -6.5% |
| 3M | +7.8% | -9.3% | +17.2% | +9.0% |
| 6M | -8.8% | -30.7% | +21.9% | -6.2% |
| YTD | -19.1% | -28.1% | +8.9% | -17.6% |
| 1Y | -24.8% | -35.1% | +10.3% | -22.9% |
| All | -24.8% | -36.2% | +11.4% | -22.9% |
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