+262.8%
SGI vs SPXS
-99.6%
+362.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | -0.1% |
| 7D | -4.5% | +2.5% | -6.9% | -3.3% |
| 30D | +4.2% | +4.2% | 0.0% | +6.4% |
| 3M | -7.4% | -9.3% | +1.9% | -10.5% |
| 6M | -15.1% | -30.7% | +15.6% | -25.5% |
| YTD | -24.7% | -28.1% | +3.4% | -32.3% |
| 1Y | -21.8% | -35.1% | +13.3% | -32.3% |
| 3Y | +50.0% | -79.6% | +129.6% | -12.4% |
| 5Y | +48.9% | -86.3% | +135.2% | -8.5% |
| All | +262.8% | -99.6% | +362.3% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling