+51.5%
SGI vs SPXS
-85.7%
+137.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.4% | -1.3% |
| 7D | +0.6% | +1.2% | -0.6% | +1.2% |
| 30D | +5.5% | +5.2% | +0.4% | +8.1% |
| 3M | -3.6% | -9.2% | +5.6% | -6.4% |
| 6M | -15.0% | -29.6% | +14.6% | -24.6% |
| YTD | -23.0% | -27.6% | +4.6% | -30.4% |
| 1Y | -18.4% | -36.7% | +18.3% | -29.8% |
| 3Y | +57.8% | -79.8% | +137.6% | -7.4% |
| 5Y | +51.5% | -85.9% | +137.3% | -4.7% |
| All | +51.5% | -85.7% | +137.2% | -4.7% |
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