-37.6%
GIS vs SPXS
-79.6%
+42.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -6.4% | +2.5% | -8.9% | -6.4% |
| 30D | -6.1% | +4.2% | -10.3% | -6.2% |
| 3M | +7.8% | -9.3% | +17.2% | +8.0% |
| 6M | -8.8% | -30.7% | +21.9% | -8.4% |
| YTD | -19.1% | -28.1% | +8.9% | -18.9% |
| 1Y | -24.8% | -35.1% | +10.3% | -24.5% |
| 3Y | -37.6% | -79.6% | +42.0% | -37.5% |
| All | -37.6% | -79.6% | +42.1% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling