+109.5%
SPG vs SPXS
-99.5%
+209.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.1% |
| 7D | +3.1% | -9.5% | +12.6% | -0.4% |
| 30D | +16.4% | +7.4% | +9.0% | +20.0% |
| 3M | +7.1% | +6.1% | +0.9% | +10.1% |
| 6M | +16.1% | -7.3% | +23.4% | +14.1% |
| YTD | +30.4% | -26.7% | +57.2% | +18.8% |
| 1Y | +33.0% | -26.2% | +59.2% | +21.8% |
| 3Y | +134.6% | -80.3% | +215.0% | +43.3% |
| 5Y | +84.9% | -83.4% | +168.3% | +27.0% |
| All | +109.5% | -99.5% | +209.0% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling