-85.9%
SPXS vs ARWR
+29.5%
-115.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +1.1% |
| 7D | -1.5% | +2.9% | -4.4% | -0.5% |
| 30D | +3.7% | -2.9% | +6.6% | +2.8% |
| 3M | -9.6% | +15.2% | -24.8% | -3.9% |
| 6M | -32.4% | +42.3% | -74.7% | -20.9% |
| YTD | -28.7% | +28.2% | -56.9% | -18.9% |
| 1Y | -38.1% | +213.2% | -251.3% | +0.6% |
| 3Y | -80.1% | +184.6% | -264.8% | -60.3% |
| 5Y | -85.9% | +29.2% | -115.2% | -73.0% |
| All | -85.9% | +29.5% | -115.4% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling