+3,432.8%
SPGI vs SPXS
-100.0%
+3,532.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.5% |
| 7D | +1.2% | -7.5% | +8.8% | -1.4% |
| 30D | +15.9% | +5.3% | +10.6% | +18.6% |
| 3M | +12.3% | +9.7% | +2.6% | +16.9% |
| 6M | +23.7% | -4.6% | +28.2% | +23.1% |
| YTD | -3.5% | -25.8% | +22.2% | -11.1% |
| 1Y | +0.4% | -28.8% | +29.2% | -8.7% |
| 3Y | +29.9% | -80.2% | +110.1% | -18.6% |
| 5Y | +15.2% | -83.2% | +98.4% | -19.5% |
| 10Y | +337.2% | -99.5% | +436.7% | +21.5% |
| All | +3,432.8% | -100.0% | +3,532.8% | +111.4% |
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