-34.9%
SPXS vs BBWI
-35.0%
+0.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +1.6% |
| 7D | +6.4% | -8.0% | +14.4% | +4.7% |
| 30D | +6.0% | -6.6% | +12.6% | +4.8% |
| 3M | -11.6% | -2.7% | -8.9% | -11.3% |
| 6M | -28.7% | -12.8% | -15.9% | -29.3% |
| YTD | -26.3% | -10.5% | -15.8% | -26.3% |
| 1Y | -34.9% | -35.3% | +0.4% | -37.9% |
| All | -34.9% | -35.0% | +0.1% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling