+331.3%
GLW vs SPXS
-80.4%
+411.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -2.7% |
| 7D | -11.1% | +0.4% | -11.5% | -9.5% |
| 30D | -28.4% | +10.8% | -39.3% | -22.8% |
| 3M | -28.8% | +9.6% | -38.4% | -23.1% |
| 6M | -39.8% | -4.7% | -35.1% | -37.4% |
| YTD | +28.7% | -24.6% | +53.3% | +24.0% |
| 1Y | +27.7% | -24.6% | +52.3% | +24.0% |
| 3Y | +331.3% | -79.8% | +411.1% | +206.2% |
| All | +331.3% | -80.4% | +411.8% | +206.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling