+111.9%
SPG vs SPXS
-80.2%
+192.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.6% |
| 7D | 0.0% | -1.5% | +1.6% | -0.4% |
| 30D | -4.9% | +3.7% | -8.6% | -4.0% |
| 3M | +3.3% | -9.6% | +12.9% | +0.9% |
| 6M | +11.2% | -32.4% | +43.6% | +0.8% |
| YTD | +17.1% | -28.7% | +45.7% | +8.0% |
| 1Y | +21.6% | -38.1% | +59.7% | +7.9% |
| 3Y | +111.9% | -80.1% | +192.0% | +38.5% |
| All | +111.9% | -80.2% | +192.1% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling