+1,745.8%
SPYG vs SPXS
-100.0%
+1,845.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | +0.1% |
| 7D | +0.3% | +1.2% | -0.9% | +0.8% |
| 30D | -1.7% | +5.2% | -6.9% | +0.2% |
| 3M | +3.6% | -9.2% | +12.8% | +1.3% |
| 6M | +16.6% | -29.6% | +46.2% | +5.7% |
| YTD | +13.4% | -27.6% | +41.0% | +4.4% |
| 1Y | +19.6% | -36.7% | +56.3% | +6.2% |
| 3Y | +99.8% | -79.8% | +179.6% | +34.8% |
| 5Y | +85.0% | -85.9% | +170.8% | +30.9% |
| 10Y | +422.1% | -99.5% | +521.6% | +72.4% |
| All | +1,745.8% | -100.0% | +1,845.8% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling