+109.0%
SPG vs SPXS
-99.5%
+208.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.2% |
| 7D | +2.0% | -7.5% | +9.5% | -0.7% |
| 30D | +17.2% | +5.3% | +11.9% | +20.0% |
| 3M | +6.3% | +9.7% | -3.4% | +10.7% |
| 6M | +18.7% | -4.6% | +23.2% | +17.9% |
| YTD | +30.1% | -25.8% | +55.9% | +19.0% |
| 1Y | +32.8% | -28.8% | +61.5% | +19.9% |
| 3Y | +133.6% | -80.2% | +213.7% | +43.1% |
| 5Y | +84.4% | -83.2% | +167.6% | +27.2% |
| All | +109.0% | -99.5% | +208.5% | -32.9% |
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