-3.8%
PG vs SPXS
-30.3%
+26.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.5% |
| 7D | -0.8% | +2.5% | -3.3% | -0.7% |
| 30D | +0.8% | +4.2% | -3.4% | +1.1% |
| 3M | -1.3% | -9.3% | +8.0% | -1.8% |
| 6M | -3.8% | -30.7% | +26.9% | -9.2% |
| All | -3.8% | -30.3% | +26.5% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling