+62.0%
SPG vs SPXS
-99.5%
+161.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.7% |
| 7D | -2.2% | +6.4% | -8.6% | +0.1% |
| 30D | -5.8% | +6.0% | -11.8% | -3.7% |
| 3M | -2.8% | -11.6% | +8.8% | -6.8% |
| 6M | +8.9% | -28.7% | +37.6% | -2.7% |
| YTD | +14.3% | -26.3% | +40.6% | +3.7% |
| 1Y | +19.5% | -34.9% | +54.4% | +4.0% |
| 3Y | +106.9% | -79.5% | +186.3% | +29.0% |
| 5Y | +108.7% | -85.9% | +194.7% | +34.3% |
| All | +62.0% | -99.5% | +161.5% | -48.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling