-99.5%
SPXS vs ARWR
+1,081.9%
-1,181.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +2.5% | -4.0% | +6.5% | +1.4% |
| 30D | +4.2% | -5.0% | +9.2% | +2.9% |
| 3M | -9.3% | +11.3% | -20.7% | -5.9% |
| 6M | -30.7% | +42.6% | -73.3% | -21.8% |
| YTD | -28.1% | +24.8% | -52.9% | -21.1% |
| 1Y | -35.1% | +178.8% | -213.8% | -9.6% |
| 3Y | -79.6% | +183.3% | -262.9% | -65.8% |
| 5Y | -86.3% | +29.5% | -115.7% | -77.5% |
| All | -99.5% | +1,081.9% | -1,181.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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