+669.0%
GRMN vs SPXS
-99.6%
+768.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.7% | +3.5% |
| 7D | +2.4% | +2.5% | -0.1% | +3.3% |
| 30D | -8.5% | +4.2% | -12.7% | -7.1% |
| 3M | +19.5% | -9.3% | +28.8% | +16.3% |
| 6M | +21.2% | -30.7% | +51.9% | +9.7% |
| YTD | +41.0% | -28.1% | +69.1% | +30.0% |
| 1Y | +19.6% | -35.1% | +54.6% | +7.6% |
| 3Y | +183.8% | -79.6% | +263.4% | +96.9% |
| 5Y | +83.0% | -86.3% | +169.3% | +29.2% |
| All | +669.0% | -99.6% | +768.5% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling