+85.1%
SPG vs SPXS
-83.8%
+168.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -1.0% |
| 7D | +2.7% | +1.5% | +1.3% | +3.5% |
| 30D | +16.6% | +6.3% | +10.2% | +19.2% |
| 3M | +8.1% | +4.2% | +3.8% | +10.1% |
| 6M | +19.3% | -7.9% | +27.2% | +17.4% |
| YTD | +31.1% | -27.5% | +58.6% | +20.8% |
| 1Y | +32.8% | -27.0% | +59.8% | +22.9% |
| 3Y | +135.8% | -80.5% | +216.3% | +53.0% |
| 5Y | +85.1% | -84.0% | +169.1% | +31.9% |
| All | +85.1% | -83.8% | +168.9% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling