+25.7%
RDW vs SPXS
-36.2%
+61.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -5.4% |
| 7D | +0.9% | +2.5% | -1.6% | +4.0% |
| 30D | -21.3% | +4.2% | -25.5% | -16.7% |
| 3M | -37.9% | -9.3% | -28.5% | -43.5% |
| 6M | +12.3% | -30.7% | +43.0% | -17.1% |
| YTD | +39.7% | -28.1% | +67.8% | +13.5% |
| 1Y | +25.7% | -35.1% | +60.7% | +5.7% |
| All | +25.7% | -36.2% | +61.9% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling