+4,650.3%
GOOG vs SPXS
-100.0%
+4,750.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.1% |
| 30D | -7.7% | +5.2% | -12.8% | -5.9% |
| 3M | -9.3% | -9.2% | -0.1% | -11.4% |
| 6M | +7.4% | -29.6% | +37.0% | -2.7% |
| YTD | +4.9% | -27.6% | +32.5% | -3.7% |
| 1Y | +37.2% | -36.7% | +74.0% | +21.5% |
| 3Y | +141.6% | -79.8% | +221.4% | +60.5% |
| 5Y | +128.8% | -85.9% | +214.6% | +61.0% |
| 10Y | +772.7% | -99.5% | +872.3% | +189.5% |
| All | +4,650.3% | -100.0% | +4,750.3% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling