-100.0%
SPXS vs DGX
+586.2%
-686.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -0.6% |
| 7D | +2.5% | -0.9% | +3.4% | +1.6% |
| 30D | +4.2% | -1.2% | +5.4% | +3.1% |
| 3M | -9.3% | +15.8% | -25.1% | +6.2% |
| 6M | -30.7% | +18.2% | -48.9% | -17.1% |
| YTD | -28.1% | +37.2% | -65.3% | +1.9% |
| 1Y | -35.1% | +30.4% | -65.4% | -13.4% |
| 3Y | -79.6% | +96.7% | -176.3% | -53.3% |
| 5Y | -86.3% | +67.2% | -153.4% | -70.8% |
| 10Y | -99.5% | +253.9% | -353.5% | -95.9% |
| All | -100.0% | +586.2% | -686.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling