-100.0%
SPXS vs BWA
+979.5%
-1,079.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | -0.1% |
| 7D | -1.5% | +4.3% | -5.8% | +2.4% |
| 30D | +3.7% | -2.9% | +6.6% | +1.1% |
| 3M | -9.6% | -12.4% | +2.8% | -19.1% |
| 6M | -32.4% | +28.6% | -61.0% | -10.7% |
| YTD | -28.7% | +48.2% | -76.9% | +9.0% |
| 1Y | -38.1% | +50.9% | -89.0% | -2.9% |
| 3Y | -80.1% | +72.2% | -152.3% | -59.0% |
| 5Y | -85.9% | +91.1% | -177.0% | -58.5% |
| 10Y | -99.5% | +144.0% | -243.5% | -96.7% |
| All | -100.0% | +979.5% | -1,079.5% | -99.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling