+102.0%
SPG vs SPXS
-85.7%
+187.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.0% |
| 7D | -2.7% | +1.2% | -3.9% | -2.3% |
| 30D | -7.3% | +5.2% | -12.4% | -5.7% |
| 3M | -3.5% | -9.2% | +5.7% | -6.0% |
| 6M | +8.5% | -29.6% | +38.1% | -1.9% |
| YTD | +13.0% | -27.6% | +40.6% | +3.5% |
| 1Y | +18.0% | -36.7% | +54.8% | +3.9% |
| 3Y | +104.5% | -79.8% | +184.3% | +34.4% |
| 5Y | +102.0% | -85.9% | +187.9% | +39.9% |
| All | +102.0% | -85.7% | +187.8% | +39.9% |
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