+33.0%
SPG vs SPXS
-25.7%
+58.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.4% |
| 7D | +3.1% | -9.5% | +12.6% | +2.3% |
| 30D | +16.4% | +7.4% | +9.0% | +17.1% |
| 3M | +7.1% | +6.1% | +0.9% | +7.7% |
| 6M | +16.1% | -7.3% | +23.4% | +15.4% |
| YTD | +30.4% | -26.7% | +57.2% | +24.4% |
| 1Y | +33.0% | -26.2% | +59.2% | +27.2% |
| All | +33.0% | -25.7% | +58.7% | +27.2% |
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