+7.4%
GOOG vs SPXS
-33.3%
+40.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.4% |
| 7D | -1.6% | +1.2% | -2.8% | -0.9% |
| 30D | -7.7% | +5.2% | -12.8% | -5.1% |
| 3M | -9.3% | -9.2% | -0.1% | -12.2% |
| 6M | +7.4% | -29.6% | +37.0% | -7.7% |
| All | +7.4% | -33.3% | +40.7% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling