-99.5%
SPXS vs BBWI
-57.7%
-41.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +1.2% |
| 7D | +6.4% | -8.0% | +14.4% | +2.7% |
| 30D | +6.0% | -6.6% | +12.6% | +3.2% |
| 3M | -11.6% | -2.7% | -8.9% | -11.4% |
| 6M | -28.7% | -12.8% | -15.9% | -30.7% |
| YTD | -26.3% | -10.5% | -15.8% | -26.4% |
| 1Y | -34.9% | -35.3% | +0.4% | -42.8% |
| 3Y | -79.5% | -47.7% | -31.7% | -80.7% |
| 5Y | -85.9% | -68.9% | -17.1% | -87.2% |
| All | -99.5% | -57.7% | -41.8% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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