+15.9%
GS vs SPXS
-26.8%
+42.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.0% | +11.7% | +0.7% |
| 7D | +0.8% | -1.5% | +2.3% | +0.9% |
| 30D | +1.2% | +9.6% | -8.4% | +8.1% |
| 3M | -12.4% | +8.5% | -20.9% | -6.5% |
| 6M | -2.3% | -5.8% | +3.4% | -1.7% |
| YTD | +4.6% | -25.4% | +30.0% | -3.9% |
| All | +15.9% | -26.8% | +42.7% | +7.6% |
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