+448.8%
GS vs SPXS
-99.5%
+548.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.9% |
| 7D | +1.6% | +0.4% | +1.1% | +2.6% |
| 30D | +1.7% | +10.8% | -9.2% | +7.2% |
| 3M | -11.6% | +9.6% | -21.2% | -6.7% |
| 6M | -1.9% | -4.7% | +2.8% | -0.7% |
| YTD | +5.1% | -24.6% | +29.6% | -1.2% |
| 1Y | +16.4% | -24.6% | +41.0% | +10.1% |
| 3Y | +199.0% | -79.8% | +278.7% | +92.3% |
| 5Y | +157.4% | -83.3% | +240.8% | +83.5% |
| All | +448.8% | -99.5% | +548.3% | +36.1% |
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