+19.8%
SPGI vs SPXS
-8.9%
+28.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.2% |
| 7D | -1.4% | +1.5% | -2.8% | -1.2% |
| 30D | +15.3% | +6.3% | +8.9% | +15.5% |
| 3M | +16.5% | +4.2% | +12.3% | +16.6% |
| 6M | +19.8% | -7.9% | +27.7% | +21.4% |
| All | +19.8% | -8.9% | +28.7% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling