-30.4%
SPXS vs GAP
+10.4%
-40.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.0% | -12.9% | -2.8% |
| 7D | +2.2% | +8.0% | -5.8% | +4.4% |
| 30D | +3.8% | +2.7% | +1.1% | +4.8% |
| 3M | +3.3% | +16.0% | -12.7% | +8.2% |
| 6M | -16.7% | +2.0% | -18.7% | -14.8% |
| YTD | -28.5% | -4.4% | -24.1% | -27.2% |
| 1Y | -30.4% | +9.2% | -39.6% | -23.8% |
| All | -30.4% | +10.4% | -40.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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