+3,208.4%
SPGI vs SPXS
-100.0%
+3,308.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +8.4% | +0.8% | +7.6% | +8.8% |
| 3M | +11.8% | -4.7% | +16.6% | +10.5% |
| 6M | +5.7% | -29.6% | +35.3% | -5.6% |
| YTD | -9.7% | -29.8% | +20.1% | -18.9% |
| 1Y | -12.5% | -38.9% | +26.5% | -24.9% |
| 3Y | +21.8% | -79.6% | +101.4% | -22.6% |
| 5Y | +8.2% | -85.9% | +94.1% | -29.2% |
| 10Y | +309.5% | -99.5% | +409.0% | +11.4% |
| All | +3,208.4% | -100.0% | +3,308.4% | +92.8% |
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