+138.3%
GOOGL vs SPXS
-85.4%
+223.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +1.4% |
| 7D | -2.8% | +6.4% | -9.2% | -0.2% |
| 30D | -3.2% | +6.0% | -9.2% | -0.6% |
| 3M | -6.6% | -11.6% | +5.0% | -10.3% |
| 6M | +8.5% | -28.7% | +37.2% | -3.2% |
| YTD | +6.5% | -26.3% | +32.7% | -3.2% |
| 1Y | +39.4% | -34.9% | +74.3% | +21.7% |
| 3Y | +146.2% | -79.5% | +225.7% | +49.1% |
| 5Y | +138.3% | -85.9% | +224.3% | +52.5% |
| All | +138.3% | -85.4% | +223.7% | +52.5% |
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