-30.4%
SPXS vs DGX
+45.0%
-75.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -5.1% |
| 7D | +2.2% | +4.1% | -1.9% | +1.8% |
| 30D | +3.8% | +10.5% | -6.7% | +2.8% |
| 3M | +3.3% | +9.8% | -6.5% | +2.3% |
| 6M | -16.7% | +34.6% | -51.2% | -18.9% |
| YTD | -28.5% | +49.8% | -78.4% | -29.4% |
| 1Y | -30.4% | +46.0% | -76.5% | -31.4% |
| All | -30.4% | +45.0% | -75.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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