+233.4%
GLW vs SPXS
-83.1%
+316.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -2.8% |
| 7D | -11.1% | +0.4% | -11.5% | -9.8% |
| 30D | -28.4% | +10.8% | -39.3% | -23.9% |
| 3M | -28.8% | +9.6% | -38.4% | -24.2% |
| 6M | -39.8% | -4.7% | -35.1% | -37.8% |
| YTD | +28.7% | -24.6% | +53.3% | +24.9% |
| 1Y | +27.7% | -24.6% | +52.3% | +24.8% |
| 3Y | +331.3% | -79.8% | +411.1% | +203.7% |
| 5Y | +233.4% | -83.3% | +316.8% | +150.2% |
| All | +233.4% | -83.1% | +316.6% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling