-86.2%
SPXS vs BTG
+78.0%
-164.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.3% |
| 7D | +2.5% | -3.8% | +6.2% | +1.3% |
| 30D | +4.2% | +3.6% | +0.6% | +5.7% |
| 3M | -9.3% | +32.0% | -41.3% | +0.5% |
| 6M | -30.7% | +3.4% | -34.1% | -27.2% |
| YTD | -28.1% | +20.8% | -48.8% | -19.4% |
| 1Y | -35.1% | +22.4% | -57.5% | -25.3% |
| 3Y | -79.6% | +91.7% | -171.3% | -70.2% |
| All | -86.2% | +78.0% | -164.2% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling