+75.6%
GRMN vs SPXS
-85.4%
+161.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.6% |
| 7D | -1.8% | +6.4% | -8.2% | +0.3% |
| 30D | -12.1% | +6.0% | -18.1% | -10.3% |
| 3M | +18.0% | -11.6% | +29.6% | +13.7% |
| 6M | +13.7% | -28.7% | +42.4% | +3.2% |
| YTD | +35.3% | -26.3% | +61.6% | +25.0% |
| 1Y | +17.2% | -34.9% | +52.2% | +4.9% |
| 3Y | +179.6% | -79.5% | +259.1% | +90.8% |
| 5Y | +75.6% | -85.9% | +161.5% | +22.7% |
| All | +75.6% | -85.4% | +161.0% | +22.7% |
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