+75.8%
GM vs SPXS
-86.0%
+161.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -1.5% |
| 7D | -2.4% | +2.5% | -4.9% | -1.5% |
| 30D | -1.1% | +4.2% | -5.3% | +0.6% |
| 3M | +6.1% | -9.3% | +15.4% | +2.9% |
| 6M | +15.0% | -30.7% | +45.7% | +1.8% |
| YTD | +6.0% | -28.1% | +34.0% | -4.1% |
| 1Y | +47.1% | -35.1% | +82.2% | +28.8% |
| 3Y | +170.5% | -79.6% | +250.1% | +63.7% |
| All | +75.8% | -86.0% | +161.7% | +13.9% |
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 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