+12.1%
GS vs SPXS
-21.5%
+33.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.8% |
| 7D | -3.2% | +7.5% | -10.7% | +1.5% |
| 30D | -2.4% | +17.5% | -19.9% | +8.1% |
| 3M | -15.7% | +14.7% | -30.4% | -7.5% |
| 6M | -6.8% | -0.1% | -6.6% | -3.2% |
| YTD | -0.1% | -19.7% | +19.7% | -4.5% |
| 1Y | +12.1% | -23.6% | +35.7% | +5.4% |
| All | +12.1% | -21.5% | +33.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling