-85.9%
SPXS vs BBWI
-68.8%
-17.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.7% | -1.4% |
| 7D | +1.2% | -4.4% | +5.7% | -0.7% |
| 30D | +5.2% | -7.4% | +12.6% | +1.9% |
| 3M | -9.2% | -2.2% | -6.9% | -8.7% |
| 6M | -29.6% | -16.3% | -13.3% | -33.1% |
| YTD | -27.6% | -9.1% | -18.5% | -27.3% |
| 1Y | -36.7% | -34.5% | -2.2% | -45.3% |
| 3Y | -79.8% | -47.0% | -32.9% | -81.1% |
| 5Y | -85.9% | -68.8% | -17.0% | -88.9% |
| All | -85.9% | -68.8% | -17.0% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling