-21.6%
SGI vs SPXS
-34.6%
+13.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -2.2% |
| 7D | -4.9% | +6.4% | -11.3% | -2.0% |
| 30D | +1.6% | +6.0% | -4.4% | +4.7% |
| 3M | -3.2% | -11.6% | +8.5% | -7.3% |
| 6M | -16.0% | -28.7% | +12.7% | -26.4% |
| YTD | -25.4% | -26.3% | +0.9% | -33.6% |
| 1Y | -21.6% | -34.9% | +13.3% | -33.2% |
| All | -21.6% | -34.6% | +13.0% | -33.2% |
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