-30.4%
SPXS vs BWA
+17.4%
-47.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -5.8% |
| 7D | +2.2% | -9.9% | +12.1% | -1.7% |
| 30D | +3.8% | -16.4% | +20.1% | -2.6% |
| 3M | +3.3% | -19.8% | +23.2% | -4.0% |
| 6M | -16.7% | -10.0% | -6.7% | -19.1% |
| YTD | -28.5% | +12.7% | -41.3% | -19.7% |
| 1Y | -30.4% | +15.7% | -46.1% | -20.2% |
| All | -30.4% | +17.4% | -47.8% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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