+16.0%
SPGI vs SPXS
-83.8%
+99.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | -0.7% |
| 7D | -1.4% | +1.5% | -2.8% | -0.6% |
| 30D | +15.3% | +6.3% | +8.9% | +17.8% |
| 3M | +16.5% | +4.2% | +12.3% | +18.7% |
| 6M | +19.8% | -7.9% | +27.7% | +18.2% |
| YTD | -3.2% | -27.5% | +24.3% | -10.1% |
| 1Y | +1.8% | -27.0% | +28.8% | -5.1% |
| 3Y | +30.6% | -80.5% | +111.1% | -13.6% |
| 5Y | +16.0% | -84.0% | +100.0% | -16.4% |
| All | +16.0% | -83.8% | +99.8% | -16.4% |
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 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