-30.4%
SPXS vs BTG
+24.4%
-54.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.7% | -13.6% | -2.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.6% |
| 30D | +3.8% | -0.8% | +4.5% | +4.3% |
| 3M | +3.3% | +31.8% | -28.5% | +14.1% |
| 6M | -16.7% | +20.4% | -37.1% | -9.1% |
| YTD | -28.5% | +14.7% | -43.3% | -19.4% |
| 1Y | -30.4% | +29.4% | -59.8% | -14.0% |
| All | -30.4% | +24.4% | -54.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling