+425.2%
GLD vs SPXS
-100.0%
+525.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +8.9% | +1.7% |
| 7D | +4.9% | -1.5% | +6.4% | +4.9% |
| 30D | -1.3% | +9.6% | -10.9% | -1.0% |
| 3M | -4.8% | +8.5% | -13.2% | -4.5% |
| 6M | -12.5% | -5.8% | -6.8% | -12.5% |
| YTD | -4.2% | -25.4% | +21.1% | -4.6% |
| 1Y | +3.0% | -28.8% | +31.9% | +2.5% |
| 3Y | +109.1% | -80.9% | +190.0% | +103.6% |
| 5Y | +121.6% | -83.1% | +204.7% | +116.3% |
| 10Y | +212.2% | -99.5% | +311.7% | +191.4% |
| All | +425.2% | -100.0% | +525.2% | +324.9% |
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 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