+642.6%
GS vs SPXS
-99.5%
+742.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | +0.5% |
| 7D | +3.4% | -1.5% | +4.9% | +2.8% |
| 30D | +0.2% | +3.7% | -3.5% | +1.8% |
| 3M | -0.3% | -9.6% | +9.3% | -3.1% |
| 6M | +27.4% | -32.4% | +59.8% | +12.0% |
| YTD | +19.6% | -28.7% | +48.3% | +8.5% |
| 1Y | +42.5% | -38.1% | +80.6% | +23.3% |
| 3Y | +240.4% | -80.1% | +320.6% | +115.8% |
| 5Y | +188.9% | -85.9% | +274.8% | +90.5% |
| 10Y | +642.6% | -99.5% | +742.1% | +75.0% |
| All | +642.6% | -99.5% | +742.1% | +75.0% |
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