-7.4%
PEG vs SPXS
-30.2%
+22.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +0.5% |
| 7D | +1.0% | +2.2% | -1.1% | +1.1% |
| 30D | +6.6% | +3.8% | +2.8% | +6.7% |
| 3M | -3.1% | +3.3% | -6.5% | -3.0% |
| 6M | -7.4% | -16.7% | +9.3% | -8.0% |
| YTD | -6.4% | -28.5% | +22.1% | -8.1% |
| 1Y | -7.4% | -30.4% | +23.0% | -9.2% |
| All | -7.4% | -30.2% | +22.7% | -9.2% |
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