-58.4%
GME vs SPXS
-86.0%
+27.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +2.5% |
| 7D | +10.4% | +2.5% | +7.9% | +11.7% |
| 30D | +14.1% | +4.2% | +9.9% | +16.5% |
| 3M | -4.6% | -9.3% | +4.7% | -8.9% |
| 6M | -13.5% | -30.7% | +17.2% | -26.9% |
| YTD | +5.3% | -28.1% | +33.4% | -8.6% |
| 1Y | -14.9% | -35.1% | +20.2% | -29.2% |
| 3Y | +24.3% | -79.6% | +103.8% | -37.0% |
| All | -58.4% | -86.0% | +27.6% | -75.7% |
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