+138.9%
GLD vs SPXS
-85.9%
+224.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -1.6% |
| 7D | +0.7% | -1.5% | +2.3% | +0.7% |
| 30D | +0.3% | +3.7% | -3.4% | +0.5% |
| 3M | +0.6% | -9.6% | +10.2% | +0.2% |
| 6M | -15.6% | -32.4% | +16.8% | -16.8% |
| YTD | +0.9% | -28.7% | +29.5% | -0.4% |
| 1Y | +19.4% | -38.1% | +57.5% | +17.5% |
| 3Y | +124.5% | -80.1% | +204.6% | +114.7% |
| 5Y | +138.9% | -85.9% | +224.8% | +125.4% |
| All | +138.9% | -85.9% | +224.8% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling