-100.0%
SPXS vs BTG
+2,156.9%
-2,256.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.7% |
| 7D | +1.2% | +2.4% | -1.2% | +1.7% |
| 30D | +5.2% | +9.5% | -4.3% | +6.9% |
| 3M | -9.2% | +38.5% | -47.7% | -3.6% |
| 6M | -29.6% | +5.6% | -35.2% | -27.4% |
| YTD | -27.6% | +23.9% | -51.6% | -23.0% |
| 1Y | -36.7% | +32.1% | -68.9% | -31.4% |
| 3Y | -79.8% | +103.2% | -183.0% | -75.9% |
| 5Y | -85.9% | +79.7% | -165.6% | -82.7% |
| 10Y | -99.5% | +159.1% | -258.7% | -99.4% |
| All | -100.0% | +2,156.9% | -2,256.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling