+16.9%
GME vs SPXS
-79.5%
+96.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.8% | +5.8% |
| 7D | +4.8% | +1.2% | +3.6% | +5.3% |
| 30D | +5.9% | +5.2% | +0.7% | +7.8% |
| 3M | -10.7% | -9.2% | -1.6% | -13.4% |
| 6M | -19.8% | -29.6% | +9.8% | -28.4% |
| YTD | -0.9% | -27.6% | +26.7% | -10.2% |
| 1Y | -15.7% | -36.7% | +21.0% | -26.6% |
| All | +16.9% | -79.5% | +96.3% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling