+154.8%
GS vs SPXS
-83.3%
+238.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.0% |
| 7D | +5.1% | -9.5% | +14.6% | +1.3% |
| 30D | +2.4% | +7.4% | -5.0% | +6.5% |
| 3M | -11.5% | +6.1% | -17.6% | -8.0% |
| 6M | -2.5% | -7.3% | +4.8% | -2.3% |
| YTD | +5.5% | -26.7% | +32.2% | -1.5% |
| 1Y | +11.0% | -26.2% | +37.2% | +4.6% |
| 3Y | +200.1% | -80.3% | +280.4% | +101.7% |
| All | +154.8% | -83.3% | +238.0% | +87.8% |
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