+1,221.0%
ITW vs SPXS
-100.0%
+1,321.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +1.1% |
| 7D | -2.4% | +6.4% | -8.8% | -0.3% |
| 30D | -9.5% | +6.0% | -15.5% | -7.7% |
| 3M | +6.6% | -11.6% | +18.3% | +2.9% |
| 6M | -1.8% | -28.7% | +27.0% | -11.0% |
| YTD | +9.0% | -26.3% | +35.3% | +0.3% |
| 1Y | +3.6% | -34.9% | +38.5% | -8.2% |
| 3Y | +19.4% | -79.5% | +98.9% | -22.0% |
| 5Y | +36.4% | -85.9% | +122.3% | -9.4% |
| 10Y | +190.0% | -99.5% | +289.5% | -18.4% |
| All | +1,221.0% | -100.0% | +1,321.0% | +1.2% |
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 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