+30.9%
SPG vs SPXS
-30.2%
+61.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.8% | +2.5% |
| 7D | +8.2% | +2.2% | +6.0% | +8.3% |
| 30D | +13.5% | +3.8% | +9.7% | +13.8% |
| 3M | +2.2% | +3.3% | -1.1% | +2.6% |
| 6M | +15.9% | -16.7% | +32.5% | +13.5% |
| YTD | +27.6% | -28.5% | +56.1% | +21.6% |
| 1Y | +30.9% | -30.4% | +61.4% | +24.8% |
| All | +30.9% | -30.2% | +61.1% | +24.8% |
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