-28.8%
SPXS vs ARWR
+17.3%
-46.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.6% |
| 7D | -7.5% | -17.8% | +10.3% | -11.0% |
| 30D | +5.3% | -18.1% | +23.5% | +1.6% |
| 3M | +9.7% | -44.2% | +53.9% | -1.6% |
| 6M | -4.6% | -38.6% | +34.1% | -11.8% |
| YTD | -25.8% | -28.0% | +2.3% | -27.2% |
| 1Y | -28.8% | +16.1% | -44.9% | -26.0% |
| All | -28.8% | +17.3% | -46.1% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling