+1,098.0%
AWK vs SPXS
-100.0%
+1,198.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.6% |
| 7D | +0.1% | -7.5% | +7.7% | -1.1% |
| 30D | +14.3% | +5.3% | +8.9% | +15.4% |
| 3M | +10.3% | +9.7% | +0.6% | +12.2% |
| 6M | +18.9% | -4.6% | +23.5% | +18.5% |
| YTD | +17.7% | -25.8% | +43.5% | +12.6% |
| 1Y | +16.9% | -28.8% | +45.6% | +11.1% |
| 3Y | +32.2% | -80.2% | +112.3% | +2.4% |
| 5Y | -2.2% | -83.2% | +81.0% | -20.4% |
| 10Y | +156.1% | -99.5% | +255.6% | +32.7% |
| All | +1,098.0% | -100.0% | +1,198.0% | +267.0% |
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