+128.5%
AWK vs SPXS
-99.6%
+228.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.0% |
| 7D | -2.1% | +2.5% | -4.6% | -1.7% |
| 30D | +2.1% | +4.2% | -2.1% | +2.8% |
| 3M | +11.4% | -9.3% | +20.7% | +9.6% |
| 6M | +3.9% | -30.7% | +34.6% | -2.4% |
| YTD | +7.7% | -28.1% | +35.8% | +2.0% |
| 1Y | +1.3% | -35.1% | +36.4% | -5.8% |
| 3Y | +7.2% | -79.6% | +86.7% | -19.0% |
| 5Y | -17.0% | -86.3% | +69.3% | -37.2% |
| All | +128.5% | -99.6% | +228.0% | -3.1% |
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