+5.8%
GLXY vs SPXS
-50.5%
+56.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -5.9% | -1.7% |
| 7D | -8.9% | +6.4% | -15.3% | -1.5% |
| 30D | +19.9% | +6.0% | +13.9% | +29.8% |
| 3M | -20.0% | -11.6% | -8.3% | -28.5% |
| 6M | +10.5% | -28.7% | +39.2% | -18.2% |
| YTD | +7.9% | -26.3% | +34.2% | -12.0% |
| 1Y | -7.5% | -34.9% | +27.4% | -28.9% |
| All | +5.8% | -50.5% | +56.3% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling