+405.4%
GLD vs SPXS
-100.0%
+505.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.2% |
| 7D | -2.0% | +1.5% | -3.4% | -1.9% |
| 30D | -4.4% | +6.3% | -10.8% | -4.2% |
| 3M | -8.9% | +4.2% | -13.2% | -8.7% |
| 6M | -16.0% | -7.9% | -8.1% | -16.0% |
| YTD | -7.9% | -27.5% | +19.6% | -8.3% |
| 1Y | -3.9% | -27.0% | +23.2% | -4.3% |
| 3Y | +103.4% | -80.5% | +184.0% | +98.1% |
| 5Y | +109.7% | -84.0% | +193.7% | +104.5% |
| 10Y | +211.8% | -99.5% | +311.4% | +190.8% |
| All | +405.4% | -100.0% | +505.4% | +308.5% |
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 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