+40.6%
GLW vs SPXS
-30.2%
+70.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -1.0% | -10.6% |
| 7D | -9.5% | +2.2% | -11.6% | -7.3% |
| 30D | -25.5% | +3.8% | -29.2% | -21.7% |
| 3M | -25.6% | +3.3% | -28.9% | -21.4% |
| 6M | -25.5% | -16.7% | -8.8% | -32.0% |
| YTD | +36.4% | -28.5% | +64.9% | +14.6% |
| 1Y | +40.6% | -30.4% | +71.0% | +17.9% |
| All | +40.6% | -30.2% | +70.8% | +17.9% |
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