+2.2%
SPGI vs SPXS
-85.7%
+87.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.1% |
| 7D | -3.1% | +1.2% | -4.3% | -2.7% |
| 30D | +2.0% | +5.2% | -3.1% | +3.7% |
| 3M | +4.3% | -9.2% | +13.5% | +1.9% |
| 6M | -0.2% | -29.6% | +29.4% | -9.1% |
| YTD | -14.8% | -27.6% | +12.8% | -21.3% |
| 1Y | -18.5% | -36.7% | +18.2% | -27.6% |
| 3Y | +16.0% | -79.8% | +95.8% | -22.3% |
| 5Y | +2.2% | -85.9% | +88.1% | -29.7% |
| All | +2.2% | -85.7% | +87.9% | -29.7% |
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