-100.0%
SPXS vs BBWI
+571.7%
-671.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.8% | -0.2% |
| 7D | -1.5% | +1.6% | -3.1% | -0.6% |
| 30D | +3.7% | -6.2% | +9.9% | +0.1% |
| 3M | -9.6% | +4.3% | -13.9% | -5.9% |
| 6M | -32.4% | -7.2% | -25.2% | -32.9% |
| YTD | -28.7% | -3.0% | -25.6% | -26.2% |
| 1Y | -38.1% | -30.8% | -7.3% | -46.5% |
| 3Y | -80.1% | -43.4% | -36.7% | -81.6% |
| 5Y | -85.9% | -66.7% | -19.2% | -88.0% |
| 10Y | -99.5% | -55.7% | -43.8% | -99.3% |
| All | -100.0% | +571.7% | -671.7% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling