+188.3%
ITW vs SPXS
-99.6%
+287.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.4% |
| 7D | -0.7% | +2.5% | -3.2% | +0.1% |
| 30D | -8.3% | +4.2% | -12.5% | -7.0% |
| 3M | +6.0% | -9.3% | +15.3% | +3.4% |
| 6M | 0.0% | -30.7% | +30.7% | -9.6% |
| YTD | +10.2% | -28.1% | +38.3% | +1.2% |
| 1Y | +3.2% | -35.1% | +38.3% | -7.9% |
| 3Y | +21.0% | -79.6% | +100.6% | -19.2% |
| 5Y | +37.9% | -86.3% | +124.2% | -6.9% |
| All | +188.3% | -99.6% | +287.8% | -18.4% |
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