-100.0%
SPXS vs ARWR
+160.6%
-260.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.0% |
| 7D | +0.4% | -17.7% | +18.1% | -2.8% |
| 30D | +10.8% | -21.9% | +32.7% | +6.3% |
| 3M | +9.6% | -44.5% | +54.2% | -0.6% |
| 6M | -4.7% | -32.6% | +27.9% | -9.7% |
| YTD | -24.6% | -26.2% | +1.6% | -26.3% |
| 1Y | -24.6% | +23.0% | -47.5% | -18.4% |
| 3Y | -79.8% | +81.8% | -161.5% | -73.4% |
| 5Y | -83.3% | -36.0% | -47.3% | -79.1% |
| 10Y | -99.5% | +1,039.5% | -1,139.0% | -98.8% |
| All | -100.0% | +160.6% | -260.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling