+414.4%
SPYG vs SPXS
-99.6%
+513.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.1% |
| 7D | -0.9% | +2.5% | -3.4% | +0.1% |
| 30D | -1.5% | +4.2% | -5.7% | +0.2% |
| 3M | +3.7% | -9.3% | +13.0% | +1.0% |
| 6M | +16.4% | -30.7% | +47.1% | +4.2% |
| YTD | +13.3% | -28.1% | +41.4% | +3.5% |
| 1Y | +17.9% | -35.1% | +52.9% | +4.7% |
| 3Y | +98.3% | -79.6% | +177.9% | +30.4% |
| 5Y | +86.4% | -86.3% | +172.7% | +26.7% |
| All | +414.4% | -99.6% | +513.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling