+1,058.2%
SPG vs SPXS
-100.0%
+1,158.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.8% | +0.8% | -7.7% | -6.4% |
| 3M | +2.7% | -4.7% | +7.4% | +1.0% |
| 6M | +5.5% | -29.6% | +35.1% | -7.9% |
| YTD | +15.7% | -29.8% | +45.5% | +1.2% |
| 1Y | +20.9% | -38.9% | +59.8% | +0.1% |
| 3Y | +112.4% | -79.6% | +192.0% | +22.7% |
| 5Y | +101.4% | -85.9% | +187.3% | +20.1% |
| 10Y | +60.6% | -99.5% | +160.2% | -67.2% |
| All | +1,058.2% | -100.0% | +1,158.2% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling