+4,912.0%
SGI vs SPXS
-100.0%
+5,012.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +1.1% |
| 7D | +8.5% | -0.1% | +8.6% | +8.6% |
| 30D | +0.7% | +0.8% | -0.1% | +1.3% |
| 3M | +0.6% | -4.7% | +5.3% | -0.3% |
| 6M | -17.9% | -29.6% | +11.7% | -28.4% |
| YTD | -21.2% | -29.8% | +8.6% | -30.8% |
| 1Y | -18.9% | -38.9% | +20.1% | -33.0% |
| 3Y | +52.6% | -79.6% | +132.3% | -15.7% |
| 5Y | +60.7% | -85.9% | +146.6% | -5.4% |
| 10Y | +278.1% | -99.5% | +377.6% | -31.0% |
| All | +4,912.0% | -100.0% | +5,012.0% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling