+135.4%
SPG vs SPXS
-80.8%
+216.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.8% |
| 7D | +2.7% | +1.5% | +1.3% | +3.4% |
| 30D | +16.6% | +6.3% | +10.2% | +18.7% |
| 3M | +8.1% | +4.2% | +3.8% | +9.7% |
| 6M | +19.3% | -7.9% | +27.2% | +17.8% |
| YTD | +31.1% | -27.5% | +58.6% | +22.2% |
| 1Y | +32.8% | -27.0% | +59.8% | +24.3% |
| All | +135.4% | -80.8% | +216.1% | +49.8% |
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