+28.5%
SPGI vs SPXS
-80.6%
+109.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.2% |
| 7D | -0.8% | -9.5% | +8.6% | -2.9% |
| 30D | +14.3% | +7.4% | +6.9% | +16.5% |
| 3M | +14.5% | +6.1% | +8.4% | +16.6% |
| 6M | +17.3% | -7.3% | +24.6% | +16.3% |
| YTD | -4.6% | -26.7% | +22.2% | -9.8% |
| 1Y | +0.8% | -26.2% | +26.9% | -4.4% |
| All | +28.5% | -80.6% | +109.1% | -10.5% |
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