+2,285.9%
SHW vs SPXS
-100.0%
+2,385.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.8% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | -9.5% | +0.8% | -10.3% | -9.2% |
| 3M | +11.5% | -4.7% | +16.2% | +10.8% |
| 6M | -3.5% | -29.6% | +26.1% | -11.2% |
| YTD | +3.7% | -29.8% | +33.5% | -4.3% |
| 1Y | -7.9% | -38.9% | +31.0% | -17.9% |
| 3Y | +24.7% | -79.6% | +104.3% | -12.0% |
| 5Y | +13.6% | -85.9% | +99.5% | -18.1% |
| 10Y | +283.0% | -99.5% | +382.5% | +42.1% |
| All | +2,285.9% | -100.0% | +2,385.9% | +226.8% |
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